Recursions for the individual risk model
From MaRDI portal
Publication:861402
DOI10.1007/s10255-006-0329-0zbMath1104.62112OpenAlexW2062877076MaRDI QIDQ861402
Carmen Ribas, Raluca Vernic, Jan Dhaene
Publication date: 29 January 2007
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-0329-0
Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits ⋮ On the recursive evaluation of a certain multivariate compound distribution ⋮ Waveform relaxation for fractional sub-diffusion equations ⋮ Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Cites Work
- Unnamed Item
- Unnamed Item
- Error bounds for the compound Poisson approximation
- Approximation of aggregate claims distributions by compound Poisson distributions
- How to (and how not to) compute stop-loss premiums in practice
- On a class of approximative computation methods in the individual risk model
- Recursive evaluation of aggregate claims distributions.
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
- The multivariate De Pril transform.
- On error bounds for approximations to multivariate distributions.
- Recursions for the individual model
- Improved approximations for the aggregate claims distribution of a life insurance portfolio
- 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
