A recent result by Panjer provides a recursive algorithm for the compound distribution of aggregate claims when the counting law belongs to a special recursive family. In the present paper we first give a characterization of this recursive family, then describe some generalizations of Panjer's result.

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In this paper we discuss some properties of counting distributions whose discrete density {p n }% =0 satisfies a recursion in the form k ( « = 1,2,...) with p n = 0 for n < 0 and present an algorithm for recursive evaluation of corresponding compound distributions.

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