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Computational Aspects of Sundt's Generalized Class1

Published online by Cambridge University Press:  29 August 2014

Harry H. Panjer  and
Shaun Wang
Harry H. Panjer*
Affiliation:
University of Waterloo, Ontario, Canada
Shaun Wang*
Affiliation:
University of Waterloo, Ontario, Canada
*
University of Waterloo, Ontario, Canada.
University of Waterloo, Ontario, Canada.
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Abstract

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Some practical applications of Sundt's (1992) generalized class of counting distributions are discussed. The numerical stabilities of some recursive formulas in Sundt's class are investigated.

Keywords

Compound distributionsrecursive methodstability
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 25 , Issue 1 , May 1995 , pp. 5 - 17
Copyright
Copyright © International Actuarial Association 1995

Footnotes

1

The authors wish to thank the anonymous referees for numerous suggestions which improved the presentation and readability of the paper.

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