Recursions for Distribution Functions and Stop-Loss Transforms

DOI10.1080/03461230050131876zbMath0922.62110OpenAlexW2165534982MaRDI QIDQ4258732

Jan Dhaene, Gordon Willmont, Bjoern Sundt

Publication date: 14 September 1999

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

Full work available at URL: https://doi.org/10.1080/03461230050131876

zbMATH Keywords

aggregate claimssummation operatorrecursive evaluationstop-loss transforms

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Recursions for the individual risk model ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Further improved recursions for a class of compound Poisson distributions ⋮ Inequalities for the De Pril approximation to the distribution of the number of policies with claims ⋮ The multivariate De Pril transform.

Cites Work

• On a class of approximative computation methods in the individual risk model

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