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The n-Fold Convolution of a Mixed Density and Mass Function*,**

Published online by Cambridge University Press:  29 August 2014

Christoph Haehling von Lanzenauer  and
William N. Lundberg
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Abstract

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The distribution of the sum of n mutuality independent random variables with a common distribution f(x) plays an important role in many insurance problems. The paper presents alternative methods of deriving the distribution of the sum of n random variables when f(x) is a mixed density and mass function. The methods are illustrated and compared.

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 8 , Issue 1 , September 1974 , pp. 91 - 103
Copyright
Copyright © International Actuarial Association 1974

Footnotes

*

This paper has been supported by a grant from the Richard Ivey Foundation.

**

The authors wish to acknowledge the helpful comments and suggestions made by Dr. P. A. Fraser, Department of Applied Mathematics, University of Western Ontario.

References

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