Evaluating Compound Generalized Poisson Distributions Recursively
Marc J. Goovaerts, R. Kaas · Astin Bulletin · 1991
Abstract In this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribution of a compound sum of integer claims, when the number of summands follows a Generalized Poisson distribution. Also, an elegant derivation is given for some basic properties of this counting distribution.