On a Sandt class of probability distributions

被引：0
|
作者：
Fecenko, Jozef [1 ]
机构：
[1] Ekon Univ Bratislave, Bratislava 85235, Slovakia
来源：
MANAGING AND MODELLING OF FINANCIAL RISKS: 7TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III | 2014年
关键词：
Panjer recursion; Sandt's class of distribution; linear recursion; discrete probability distributions; rational probability generating functions; Fibonacci probability distribution; Poly-Nacci distribution; difference equations; Pade approximation; RANDOM-VARIABLES;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The article deals with study of a Sundt class of distributions, which probability generating function is a rational function or any of it's positive integer power. This class of distributions belongs to Sundt classes that are often used in risk theory and generalize some of discrete distributions; such as geometric, negative binomial, Fibonacci distribution and Poly-Nacci distribution. In general case were derived formulas for mean and variance of distributions. For solving problems open source system Maxima, especially its procedure "pade", have been used.
引用
收藏
页码：190 / 197
页数：8
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