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The n-Fold Convolution of a Mixed Density and Mass Function*,**
Published online by Cambridge University Press: 29 August 2014
Abstract
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.
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- Research Article
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- 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.
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