On moment based density approximations for aggregate losses

DOI10.1016/j.cam.2015.11.048zbMath1341.62057OpenAlexW2204104303MaRDI QIDQ908382

Jeffrey Chu, Xiao Jiang, Saralees Nadarajah

Publication date: 4 February 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.048

zbMATH Keywords

momentsgamma distributionWeibull distribution

Mathematics Subject Classification ID

Related Items (3)

A moment recursive formula for a class of distributions ⋮ Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses ⋮ Orthogonal polynomial expansions to evaluate stop-loss premiums

Cites Work

• Unnamed Item
• Generalized exponential distributions
• Statistical Size Distributions in Economics and Actuarial Sciences

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