Title of article :
Recursions for compound phase distributions
Author/Authors :
Eisele، نويسنده , , Karl-Theodor، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
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
Journal title :
Insurance Mathematics and Economics
