The Panjer recursion is an algorithm to compute the probability distribution approximation of a compound random variable S = ∑ i = 1 N X i {\displaystyle...

{\displaystyle b} . Conway–Maxwell–Poisson distribution Panjer recursion Poisson-type random measure Panjer, Harry H. (1981). "Recursive Evaluation of a Family...

Pairwise comparison Pairwise independence Panel analysis Panel data Panjer recursion – a class of discrete compound distributions Paley–Zygmund inequality...

Variance Propagation of error Markov chain central limit theorem Panjer recursion Klenke, Achim (2013). Wahrscheinlichkeitstheorie. p. 106. doi:10...

Schmidt when they characterized all distributions for which the extended Panjer recursion works. For the case m = 1, the distribution was already discussed by...

assumptions and with more information about the underlying distributions, Panjer's recursion can be used to calculate the distribution of SN. Let N be an integrable...

method Las Vegas algorithm Metropolis algorithm Monte Carlo method Panjer recursion Probabilistic Turing machine Probabilistic algorithm Probabilistically...

^{2}+3\alpha \beta ^{3})}{\left(\lambda +\alpha \beta (1+\beta )\right)^{2}}}} Panjer, Harry H. (2006). "Discrete Parametric Distributions". In Teugels, Jozef...