Panjer Recursion (Paperback)

Susan F Henssonow

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Panjer Recursion Book Description

High Quality Content by WIKIPEDIA articles! The Panjer recursion is an algorithm to compute the probability distribution of a compound random variablewhere both N, and X_i, are stochastic and of a special type. It was introduced in a paper of Harry Panjer . It is heavily used in actuarial science.Sundt proved in the paper that only the binomial distribution, the Poisson distribution and the negative binomial distribution belong to the Panjer class, depending on the sign of a, . They have the parameters and values as described in the following table. W_N(x), denotes the probability generating function.

Book Details

Title:	Panjer Recursion
Publisher:	Betascript Publishing
Author:	Lambert M Surhone, Mariam T Tennoe, Susan F Henssonow
Edition:	Paperback
Language:	English
ISBN:	6131265445
EAN:	9786131265440
No. of Pages:	118
Publish Date:	2010-8-15
Binding:	Paperback

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The book Panjer Recursion by Lambert M Surhone, Mariam T Tennoe, Susan F Henssonow (author) is published or distributed by Betascript Publishing [6131265445, 9786131265440]. This particular edition was published on or around 2010-8-15 date. Panjer Recursion has Paperback binding and this format has 118 number of pages of content for use. This book by Lambert M Surhone, Mariam T Tennoe, Susan F Henssonow is written in English language.

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