Article ID Journal Published Year Pages File Type
5077704 Insurance: Mathematics and Economics 2006 8 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Recursions for compound phase distributions
Authors
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