Some comments on the individual risk model and multivariate extension

DOI10.1007/BF02809052zbMath1354.91078OpenAlexW2328421479MaRDI QIDQ5422784

José París, Jean François Walhin

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809052

Mathematics Subject Classification ID

Related Items (2)

On the use of the multivariate stochastic order in risk theory ⋮ Ruin theory with excess of loss reinsurance and reinstatements

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• On a class of approximative computation methods in the individual risk model
• Recursions for the individual model
• On the Use of Equispaced Discrete Distributions
• Improved approximations for the aggregate claims distribution of a life insurance portfolio

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