Rudolph, Cordelia; Schmock, Uwe - In: Risks : open access journal 8 (2020) 2/43, pp. 1-31
In this paper, we discuss a generalization of the collective risk model and of Panjer's recursion. The model we …'s recursion is also applicable by finding an appropriate equivalent representation of the claim numbers. These dependence … distributions also keeps Panjer's recursion applicable. …