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Stepwise Recursions for a Class of Compound Lagrangian Distributions
expansion of a function f(t) as a power series in u where ug(t) = t and, f(t) and g(t) are both pgf's ... non-zero root ol t, a new pgf t = ¢(u) whose e~an- sion in powers of u is given by the Lagrange's e~pansion ...- Authors: Abdul Sharif, Harry H Panjer
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods