A class of discrete distributions arising from difference of two random variables

This paper considers a class of distributions arising from the difference of two discrete random variables belonging to the Panjer family of distributions. Some distributional properties and computation of probabilities are discussed. Goodness of fit and tests of hypotheses involving the likelihood...

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書誌詳細
主要な著者: Ong, S.H., Shimizu, K., Ng, C.M.
フォーマット: 論文
出版事項: Elsevier 2008
主題:
オンライン・アクセス:http://eprints.um.edu.my/2311/
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