Chadjiconstantinidis, Stathis; Pitselis, Georgios - In: Insurance: Mathematics and Economics 44 (2009) 2, pp. 278-286
In the present paper we develop more efficient recursive formulae for the evaluation of the t-order cumulative function [Gamma]th(x) and the t-order tail probability [Lambda]th(x) of the class of compound Poisson distributions in the case where the derivative of the probability generating...