de Pril's algorithm through Panjer's algorithm
Benjamin Avanzi
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de Pril's algorithm through Panjer's algorithm
1 268 просмотров · 7 л. назад
Benjamin Avanzi
588 подписчиков
1 268 просмотров · 7 л. назад
The de Pril's algorithm allows a recursive computation of the n-th convolution of any positive discrete random variable with a positive mass at 0. In this video, the formula is proven using the well known Panjer recursive method.