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Recursions for Convolutions of Arithmetic Distributions

Published online by Cambridge University Press:  29 August 2014

Nelson De Pril
Nelson De Pril*
Affiliation:
Instituut voor Actuariële Wetenschappen, K. U. Leuven, Belgium
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Abstract

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A simple recursion for the n-fold convolution of an arithmetic distribution with itself is developed and its relation to Panjer's algorithm for compound distributions is shown.

Keywords

Recursionconvolutionarithmetic distribution
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 15 , Issue 2 , November 1985 , pp. 135 - 139
Copyright
Copyright © International Actuarial Association 1985

References

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