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On a generalization of the Rényi–Srivastava characterization of the Poisson law

Published online by Cambridge University Press:  25 February 2021

Jean-Renaud Pycke
Affiliation:
University of Évry and University of Paris
Corresponding

Abstract

We give a new method of proof for a result of D. Pierre-Loti-Viaud and P. Boulongne which can be seen as a generalization of a characterization of Poisson law due to Rényi and Srivastava. We also provide explicit formulas, in terms of Bell polynomials, for the moments of the compound distributions occurring in the extended collective model in non-life insurance.

Type
Research Papers
Copyright
© The Author(s), 2021. Published by Cambridge University Press on behalf of Applied Probability Trust

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