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Latest revision as of 13:41, 17 June 2024

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Strategies for computation of compound distributions with two-sided severities
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    Strategies for computation of compound distributions with two-sided severities (English)
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    1986
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    two-sided severities
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    recursive scheme
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    discrete compound distributions
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    computational results
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    iterative use of Panjer's formula
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    splitting of positive and negative components
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    analytically-derived tail approximations
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