Securitization of motor insurance loss rate risks (Q1003816): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.09.008
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+W3125894849
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+Modelling different types of automobile insurance fraud behaviour in the Spanish market
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+Q5493414
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+Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
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+Classical risk theory in an economic environment
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+Fourier inversion formulas in option pricing and insurance
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+On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
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+Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
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+The minimal entropy martingale measures for geometric Lévy processes
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+On the distribution of a randomly discounted compound Poisson process
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+Point processes, regular variation and weak convergence
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+Publication:1003816