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On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model
1 references·5 citing·13 second hop
On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model (1986)On the Exact Computation of the Aggregate…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Recursive evaluation of aggregate claims distributions (2002)Recursive evaluation of aggre…Recursions for the individual model (1995)Recursions for the individual…On a class of approximative computation methods in the individual risk model (1994)On a class of approximative c…Improved approximations for the aggregate claims distribution of a life insurance portfolio (1988)Improved approximations for t…Panjer vs Kornya vs De Pril: A Comparison from a Practical Point of View (1987)Panjer vs Kornya vs De Pril: …Improved Approximations for the Aggregate Claims Distribution in the Individual Model (1986)The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims (1989)Bounds and approximations for sums of dependent log-elliptical random variables (2008)Effective actuarial methods (1990)Insurance Risk Models (1994)Loss Models: From Data to Decisions (1999)Recursions for compound phase distributions (2005)DISTRIBUTION OF AGGREGATE CLAIMS IN THE INDIVIDUAL RISK THEORY MODEL (1983)An introduction to mathematical risk theory (1979)Federal Republic of Germany (1985)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)
this work references cited by second hop

References

  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited

Cited by

  • 1994On a class of approximative computation methods in the individual risk model49 cited
  • 2002Recursive evaluation of aggregate claims distributions42 cited
  • 1995Recursions for the individual model36 cited
  • 1988Improved approximations for the aggregate claims distribution of a life insurance portfolio29 cited
  • 1987Panjer vs Kornya vs De Pril: A Comparison from a Practical Point of View28 cited

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