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On a class of approximative computation methods in the individual risk model
4 references·4 citing·19 second hop
On a class of approximative computation methods in the individual risk model (1994)On a class of approximative computation m…The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims (1989)The Aggregate Claims Distribu…On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model (1986)On the Exact Computation of t…Improved Approximations for the Aggregate Claims Distribution in the Individual Model (1986)Improved Approximations for t…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Bounds and approximations for sums of dependent log-elliptical random variables (2008)Bounds and approximations for…Recursive evaluation of aggregate claims distributions (2002)Recursive evaluation of aggre…On approximating distributions by approximating their De Pril transforms (1998)On approximating distribution…Recursions for the individual model (1995)Recursions for the individual…An introduction to mathematical risk theory (1979)Approximation of sums by compound Poisson distributions with respect to stop-loss distances (1990)Effective actuarial methods (1990)Insurance Risk Models (1994)Loss Models: From Data to Decisions (1999)Recursions for compound phase distributions (2005)Further Results on Recursive Evaluation of Compound Distributions (1981)On some Extensions of Panjer's Class of Counting Distributions (1992)Actuarial Mathematics. (1986)On two dependent individual risk models (2002)SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (2019)The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)Empirical properties of asset returns: stylized facts and statistical issues (2001)Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (2011)Modelling losses and locating the tail with the Pareto Positive Stable distribution (2011)A class of claim distributions: Properties, characterizations and applications to insurance claim data (2020)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)
this work references cited by second hop

References

  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1986Improved Approximations for the Aggregate Claims Distribution in the Individual Model77 cited
  • 1989The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims68 cited
  • 1986On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model54 cited

Cited by

  • 2002Recursive evaluation of aggregate claims distributions42 cited
  • 2008Bounds and approximations for sums of dependent log-elliptical random variables41 cited
  • 1995Recursions for the individual model36 cited
  • 1998On approximating distributions by approximating their De Pril transforms30 cited

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