On recursive formulas for aggregate claims

DOI10.1080/03461238.1984.10413757zbMath0563.62088OpenAlexW2102623528MaRDI QIDQ3677024

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Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413757

zbMATH Keywords

recursive formulamultivariate distributionsaggregate claimsbivariate Hermite distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (2)

Compound model for two dependent kinds of claim ⋮ Recursive evaluation of aggregate claims distributions.

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums

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