Recursions for the individual risk model
type: Item
instance of: scholarly article
title: Recursions for the individual risk model
zbMATH Open document ID: 1104.62112
author: J. Dhaene
author: Carmen Ribas
author: Raluca Vernic
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2007-01-29T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 5119462
zbMATH Keywords: computational effort
MaRDI profile type: Publication
full work available at URL: s10255-006-0329-0
OpenAlex ID: W2062877076
cites work: Improved approximations for the aggregate claims distribution of a life insurance portfolio
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cites work: Q5461830
cites work: On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
cites work: A generalisation of the De Pril transform
cites work: The multivariate De Pril transform.
cites work: On error bounds for approximations to multivariate distributions.
cites work: Recursive evaluation of aggregate claims distributions.
cites work: Some results on moments and cumulants
cites work: Q3562649
DOI: 10.1007/S10255-006-0329-0
description: scientific article; zbMATH DE number 5119462