caa a22 4500 38807082X CHVBK 20180307125148.0 cr unu---uuuuu 161130e199905 xx s 000 0 eng 10.2143/AST.29.1.504605 doi S0515036100003482 pii (NATIONALLICENCE)cambridge-10.2143/AST.29.1.504605 Sundt Bjørn University of Bergen & University of Melbourne On Multivariate Panjer Recursions [Elektronische Daten] [Bjørn Sundt] In the present paper we generalise Panjer's (1981) recursion for compound distributions to a multivariate situation where each claim event generates a random vector. We discuss situations within insurance where such models could be applicable, and consider some special cases of the general algorithm. Finally we deduce from the algorithm a multivariate extension of De Pril's (1985) recursion for convolutions. Copyright © International Actuarial Association 1999 ASTIN Bulletin Cambridge University Press 29/1(1999-05), 29-45 0515-0361 29:1<29 1999 29 ASB https://doi.org/10.2143/AST.29.1.504605 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.29.1.504605 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Sundt Bjørn University of Bergen & University of Melbourne NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 29/1(1999-05), 29-45 0515-0361 29:1<29 1999 29 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge