Panjer recursion
id:
panjer-recursion-319-1327456
title:
Panjer recursion
text:
The Panjer recursion is an algorithm to compute the probability distribution approximation of a compound random variable S = ∑ i = 1 N X i where both N and X i are random variables and of special types. In more general cases the distribution of S is a compound distribution. The recursion for the special cases considered was introduced in a paper by Harry Panjer. It is heavily used in actuarial science.
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Panjer_recursion
date created:
date modified:
2024-01-11T23:16:19Z
main entity:
{"identifier":"Q2049540","url":"https://www.wikidata.org/entity/Q2049540"}
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fields total:
13
integrity:
13