A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts |
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| Authors: | A H Sharif H H Panjer |
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| Institution: | Department of Statistics and Actuarial Science , University of Waterloo , Waterloo N2L 3G I, Ontario , Canada |
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| Abstract: | Abstract In this paper, the recursion for Generalized Power Series Distributions (GPSD) recently developed by Kling & Goovaerts (1993) is reviewed. Some errors are discovered in their results. Corrected and slightly more general results are proposed here. |
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| Keywords: | Modified Power Series Distributions Generalized Power Series Distributions recursive methods |
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