%0 Journal Article
%T A convolution identity for exchangeable risks
%A E. Hashorva
%J Albanian Journal of Mathematics
%D 2011
%I AulonaPress
%X In this short note we provide an extension of a convolution identity for exchangeable dependent risks, which is motivated by an elegant proof of Panjer's algorithm derived in Mikosch (2006).
%U http://journals.aulonapress.com/index.php/ajm/article/view/381/409