On the computation of aggregate claims distributions: some new approximations
type: Item
instance of: scholarly article
title: On the computation of aggregate claims distributions: some new approximations
zbMATH Open document ID: 0920.62131
DOI: 10.1016/S0167-6687(98)00029-8
author: K. Appert
published in: Insurance Mathematics \& Economics
publication date: 1999-09-23T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 1269928
zbMATH Keywords: exact value
zbMATH Keywords: numerical calculations
zbMATH Keywords: approximations to F(x,t)
zbMATH Keywords: inverse Gaussian distribution
MaRDI profile type: Publication
cites work: Q5510088
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cites work: On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
cites work: Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
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cites work: The numerical evaluation of the aggregate claim density function via integral equations
cites work: Some approximation methods for the distribution of random sums
full work available at URL: s0167-6687(98)00029-8
OpenAlex ID: W2023856751
description: scientific article; zbMATH DE number 1269928