Title of article
Recursions for compound phase distributions
Author/Authors
Eisele، نويسنده , , Karl-Theodor، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
8
From page
149
To page
156
Abstract
In this paper, we study a simple recursion procedure for a compound phase-type distribution. This procedure is only based on the rationality of the characteristic function of the phase-type distribution of the claim number.
Keywords
phase-type distributions , Recursions for compound variables
Journal title
Insurance Mathematics and Economics
Serial Year
2006
Journal title
Insurance Mathematics and Economics
Record number
1543008
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