Stochastic Derivation of an Integral Equation for Probability Generating Functions

Authors

  • Panagiotis T. Artikis Section of Informatics and Mathematics, Pedagogical Department, University of Athens, 20 Hippocratous Str., 10680 Athens
  • Constantinos T. Artikis Ethniki Asfalistiki Insurance Company, 103-105 Syngrou Avenue, 117 45 Athens

DOI:

https://doi.org/10.26713/jims.v5i3.222

Keywords:

Integral equation, Stochastic models, Risk theory

Abstract

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.

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References

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CITATION

How to Cite

Artikis, P. T., & Artikis, C. T. (2013). Stochastic Derivation of an Integral Equation for Probability Generating Functions. Journal of Informatics and Mathematical Sciences, 5(3), 157–163. https://doi.org/10.26713/jims.v5i3.222

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Section

Research Articles