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A note on compound Poisson distributions. (English) Zbl 1141.60307

Summary: The infinite composition and decomposition properties of compound Poisson distributions are demonstrated. It covers the classical results of H. U. Gerber [An introduction to mathematical risk theory, S. S. Huebner Foundation, Monograph Series, No. 8 Philadelphia: University of Pennsylvania (1979; Zbl 0431.62066)] .

MSC:

60E05 Probability distributions: general theory
62E99 Statistical distribution theory
91B30 Risk theory, insurance (MSC2010)

Citations:

Zbl 0431.62066
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