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Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model - MaRDI portal

Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model (Q4859997)

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scientific article; zbMATH DE number 833458
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Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model
scientific article; zbMATH DE number 833458

    Statements

    Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model (English)
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    7 February 1996
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    stop-loss premium
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    recursive procedure
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    aggregate claims distribution
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    individual life model
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    de Pril algorithm
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    portfolio
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    Identifiers