Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model (Q4859997): Difference between revisions

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Property / author: Karl-Heinz Waldmann / rank
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Property / cites work: Improved approximations for the aggregate claims distribution of a life insurance portfolio / rank
 
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Property / cites work: The integrated distribution function and its application for some inventory problems with linear demand pattern, arbitrary demand distribution and without fixed ordering costs / rank
 
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Property / full work available at URL: https://doi.org/10.1007/bf02808266 / rank
 
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Latest revision as of 12:06, 30 July 2024

scientific article; zbMATH DE number 833458
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English
Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model
scientific article; zbMATH DE number 833458

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    Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model (English)
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    7 February 1996
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    stop-loss premium
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    recursive procedure
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    aggregate claims distribution
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    individual life model
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    de Pril algorithm
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    portfolio
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