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Recursive Formulas for Compound Difference Distributions
probability gen- erating function by Gz(s) = E(s z) = ~ Pr {Z = j}sJ = Z(s). j=o Consider a sum of a random ... distri- bution. It is easy to show that GsN(S) = Gjv (Gx(s)). (1) See ([4], pp. 286-87). We introduce ...- Authors: Beda Chan, Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods