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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Panjer recursion ： ウィキペディア英語版 Panjer recursion The Panjer recursion is an algorithm to compute the probability distribution approximation of a compound random variable $S\; =\; \backslash sum\_^N\; X\_i\backslash ,$. where both $N\backslash ,$ and $X\_i\backslash ,$ are random variables and of special types. In more general cases the distribution of ''S'' is a compound distribution. The recursion for the special cases considered was introduced in a paper by Harry Panjer (Emeritus professor, University of Waterloo〔(CV ), actuaries.org; (Staff page ), math.uwaterloo.ca〕). It is heavily used in actuarial science (see also systemic risk). == Preliminaries == We are interested in the compound random variable $S\; =\; \backslash sum\_^N\; X\_i\backslash ,$ where $N\backslash ,$ and $X\_i\backslash ,$ fulfill the following preconditions. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Panjer recursion」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.