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How to (and how not to) compute stop-loss premiums in practice
2 references·2 citing·14 second hop
How to (and how not to) compute stop-loss premiums in practice (1993)How to (and how not to) compute stop-loss…Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (1984)Numerical evaluation of the c…Further Results on Recursive Evaluation of Compound Distributions (1981)Further Results on Recursive …Upper and lower bounds for sums of random variables (2000)Upper and lower bounds for su…Recursions for the individual model (1995)Recursions for the individual…Recursive Evaluation of a Family of Compound Distributions (1981)The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims (1989)Effective actuarial methods (1990)An introduction to mathematical risk theory (1979)Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (1993)Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting (1999)Calculation of aggregate loss distributions (2010)Ordering of actuarial risks (1994)The value of an Asian option (1995)Dependency of Risks and Stop-Loss Order (1996)Efficient basket Monte Carlo option pricing via a simple analytical approximation (2012)The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial (1987)On some Extensions of Panjer's Class of Counting Distributions (1992)Panjer recursion versus FFT for compound distributions (2008)
this work references cited by second hop

References

  • 1981Further Results on Recursive Evaluation of Compound Distributions201 cited
  • 1984Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?66 cited

Cited by

  • 1995Recursions for the individual model36 cited
  • 2000Upper and lower bounds for sums of random variables32 cited

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