Strategies for computation of compound distributions with two-sided severities (Q1074284)
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scientific article; zbMATH DE number 3947481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategies for computation of compound distributions with two-sided severities |
scientific article; zbMATH DE number 3947481 |
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Strategies for computation of compound distributions with two-sided severities (English)
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1986
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two-sided severities
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recursive scheme
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discrete compound distributions
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computational results
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iterative use of Panjer's formula
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splitting of positive and negative components
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analytically-derived tail approximations
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