On a family of counting distributions and recursions for related compound distributions |
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| Authors: | Klaus J. Schröter |
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| Affiliation: | Universit?t Karlsruhe , Lehrstuhl für Versicherungswissenschaft , Postfach 6980, D-7500 , Karlsruhe 1 , Germany |
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| Abstract: | Abstract This paper considers a family of counting distributions whose densities satisfy certain second order difference equations. Recursions for the evaluation of related compound distributions are developed in the case of severity distributions which are concentrated on the non-negative integers. From these a characterization of the considered counting distributions is obtained, and it is shown that most of these are compound Poisson distributions. |
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| Keywords: | second order recursions compound distributions Delaporte distributions infinitely divisible distributions |
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