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Recursive equations for compound distribution with the severity distribution of the mixed type |
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| Authors: | |
| Institution: | LMAM,Department of Financial Mathematics,Peking University,Beijing,100871,China |
| Abstract: | In this paper, recursive equations are obtained for compound distribution with the number of claims belonging to (a, b)-family and the severity distribution of the mixed type. Numerical methods to solve these equations are presented, and some numerical results are given. |
| Keywords: | recursive equation compound distribution (a b)-family severity distribution of the mixed type |
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