On the nature of Phase-type poisson distributions
Year of publication: |
2014
|
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Authors: | Hautphenne, Sophie ; Latouche, Guy ; Nguyen, Giang T. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 8.2014, 1, p. 79-98
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Subject: | Panjer's algorithm | generalized Panjer distributions | compound distributions | EM algotithm | minimal variance | PH-Poisson | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Algorithmus | Algorithm |
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