Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions (Q1333589)
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scientific article; zbMATH DE number 639405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions |
scientific article; zbMATH DE number 639405 |
Statements
Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions (English)
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15 September 1994
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compound distribution
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proportional convergence
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stability
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Miller's algorithm
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underflow
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overflow
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tail-cutting techniques
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Panjer-type recursions
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aggregate claim distributions
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large insurance portfolios
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linear recurrence equation
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rescaling
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