Report

MATRIX-FORM RECURSIONS FOR A FAMILY OF COMPOUND DISTRIBUTIONS

Xueyuan Wu, Shuanming Li

Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association | CAMBRIDGE UNIV PRESS | Published : 2010

Grants

Awarded by Faculty of Business and Economics, the University of Melbourne


Funding Acknowledgements

The authors are grateful to two referees whose constructive comments have definitely helped raise the level of rigour and clarity of the presentation and lead to a substantial improvement of the paper. This research was funded by a Faculty of Business and Economics research grant (F9A), the University of Melbourne.