Stochastic Derivation of an Integral Equation for Probability Generating Functions

Panagiotis T. Artikis, Constantinos T. Artikis


Functional, integral and differential equations of transformed probability generating functions are generally recognized as powerful analytical tools for establishing characterizations of discrete probability distributions. The present paper establishes a characterization of the distribution of an important integral part model by incorporating an integral equation based on three fundamental transformed probability generating functions. Interpretations of such a characterization in analyzing and implementing information risk frequency reduction operations are also established.


Integral equation; Stochastic models; Risk theory

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