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On Some Properties of de Pril Transforms of Counting Distributions

Published online by Cambridge University Press:  29 August 2014

Bjørn Sundt
Bjørn Sundt*
Affiliation:
The Wyatt Company, Oslo
*
The Wyatt Company A.S, P.O. Box 1508 Vika, N-0117 Oslo, Norway
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Abstract

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In this paper we study a transform introduced by De Pril (1989) for recursive evaluation of convolutions of counting distributions with a positive probability in zero. We discuss some cases where the evaluation of this transform is simplified and relate the transform to infinitely divisible distributions. Finally we discuss an algorithm presented by Dhaene & Vandebroek (1994) for recursive evaluation of convolutions.

Keywords

Transformsrecursionsconvolutions
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 25 , Issue 1 , May 1995 , pp. 19 - 31
Copyright
Copyright © International Actuarial Association 1995

References

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