A recursive procedure for calculation of some mixed compound poisson distributions

Authors
Hesselager, O.
Citation
O. Hesselager,, A recursive procedure for calculation of some mixed compound poisson distributions, Scandinavian actuarial journal , 1996(1), 1996, pp. 54-63
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1996
Issue
1
Year of publication
1996
Pages
54 - 63
Database
ACNP
SICI code
Abstract
We derive a simple recursive procedure for calculation of mixed compound Poisson distributions, when the logarithm of the mixing density can be written as the ratio of two polynomials.