The total claims amount of largest claims reinsurance treaties revisited (Q4030343): Difference between revisions
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| Property / cites work: Numerische Berechnung von Gesamtschadenverteilungen / rank | |||
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| Property / cites work: Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? / rank | |||
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| Property / cites work: Fourier methods for the claims amounts of largest claims reinsurance covers / rank | |||
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| Property / cites work: The numerical evaluation of the aggregate claim density function via integral equations / rank | |||
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Latest revision as of 14:15, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The total claims amount of largest claims reinsurance treaties revisited |
scientific article |
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The total claims amount of largest claims reinsurance treaties revisited (English)
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1 April 1993
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generalised total claims amount
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exponentially distributed claims sizes
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analytic expressions
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densities
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reinsurance
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