Title of article :
On two-sided compound binomial distributions
Author/Authors :
Wang، نويسنده , , Shaun، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
Two-sided compound binomial distributions can be used in approximating insurance or investment portfolios. This paper discusses some computational techniques of evaluation of two-sided compound binomial distributions, as well as the limiting Poisson case.
Keywords :
Compound binomial distribution , Two-sided severity , Recursive formula , random walk , stability
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics