Combining Panjer's recursion with convolution

DOI10.1016/0167-6687(89)90042-5zbMath0666.62100OpenAlexW2143116140MaRDI QIDQ1116616

A. E. van Heerwaarden, Rob Kaas, Marc J. Goovaerts

Publication date: 1989

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90042-5

zbMATH Keywords

upper boundsconvolutiondistribution functioncompound Poisson modelstop-loss premiumsPanjer's recursionnon-life portfoliototal claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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