Bivariate recursive equations on excess-of-loss reinsurance

DOI10.1007/S10114-005-0722-2zbMath1130.91033OpenAlexW2048825096MaRDI QIDQ884920

Xiao Qian Wang, Jing-Ping Yang, Shi Hong Cheng

Publication date: 7 June 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0722-2

zbMATH Keywords

\(R_1(a,b)\) family

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items (1)

Numerical algorithms for Panjer recursion by applying Bernstein approximation

Cites Work

• Recursive equations for compound distribution with the severity distribution of the mixed type
• Loss Models

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