SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the computation of aggregate claims distributions: some new approximations
5 references·0 citing·12 second hop
On the computation of aggregate claims distributions: some new approximations (1998)On the computation of aggregate claims di…Insurance Risk Models (1994)Insurance Risk ModelsRecursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Stochastic Theory of a Risk Business (1970)Stochastic Theory of a Risk B…Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums. Part I (1963)Studies in risk theory with n…On the probability function in the collective theory of risk (1932)On the probability function i…A generalization of the collective theory of risk in regard to fluctuating basic-probabilities (1948)Approximations to Risk Theory's F(x, t) by Means of the Gamma Distribution (1977)Further Results on Recursive Evaluation of Compound Distributions (1981)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)Pricing contingent claims on stocks driven by Lévy processes (1999)The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures (1999)The cumulant process and Esscher's change of measure (2002)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)Optimal dividends in the dual model (2006)Strategies for Dividend Distribution: A Review (2009)On a risk model with dependence between interclaim arrivals and claim sizes (2006)
this work references cited by second hop

References

  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1932On the probability function in the collective theory of risk376 cited
  • 1994Insurance Risk Models276 cited
  • 1970Stochastic Theory of a Risk Business225 cited
  • 1963Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums. Part I46 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work