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Scandinavian Actuarial Journal Volume 1996, 1996 - Issue 2
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Letter To The Editors

A reaction to compound generalized recursions

A. V. Boyd Department of Statistics and Actuarial Science, University of Witwatersrand, Parkville 30S2, P.O. WITS 2050, Johannesburg, South Africa
&
J. Y. Perlman
Pages 183-186 | Published online: 22 Dec 2011
 
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Abstract

Kling & Goovaerts ( 1993) have given a three-step recursive algorithm for the evaluation of terms in compound generalized distributions. This note corrects an error in the second step of their treatment of the compound generalized Poisson and negative binomial distributions.

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