Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901)
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scientific article; zbMATH DE number 7052257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach |
scientific article; zbMATH DE number 7052257 |
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Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (English)
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8 May 2019
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mixed Poisson variables
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recursive algorithm
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economic application
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Panjer recursion
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conditional tail expectation
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