The multivariate De Pril transform.
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Publication:1584591
DOI10.1016/S0167-6687(00)00041-XzbMath1103.62319WikidataQ127778708 ScholiaQ127778708MaRDI QIDQ1584591
Publication date: 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)
Related Items (3)
Recursions for the individual risk model ⋮ Recursive evaluation of aggregate claims distributions. ⋮ On error bounds for approximations to multivariate distributions.
Cites Work
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- On multivariate infinitely divisible distributions
- On a class of approximative computation methods in the individual risk model
- On error bounds for approximations to multivariate distributions.
- On approximating distributions by approximating their De Pril transforms
- A generalisation of the De Pril transform
- Some results on moments and cumulants
- Recursions for Distribution Functions and Stop-Loss Transforms
- Super-Efficient Prediction Based on High-Quality Marker Information
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