Poisson-Pascal Generalized Distribution using the Panjer’s Algorithm
Panjer’s algorithm used in the calculation actuarial basis taking class distributions (a,b), presents a recursive formula for calculating function distribution of sums of random variables in a model of collective risk. If the secondary distribution in this model is the ETNBD, Compound Poisson distri...
| Autores principales: | , |
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| Formato: | Artículo (Article) Versión publicada (Published Version) |
| Idioma: | Español (Spanish) |
| Publicado: |
Universidad Santo Tomás
2010
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/11634/60949 |