Strategies for computation of compound distributions with two-sided severities (Q1074284): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(86)90035-1 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1993538061 / rank | |||
Normal rank | |||
Revision as of 20:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategies for computation of compound distributions with two-sided severities |
scientific article |
Statements
Strategies for computation of compound distributions with two-sided severities (English)
0 references
1986
0 references
two-sided severities
0 references
recursive scheme
0 references
discrete compound distributions
0 references
computational results
0 references
iterative use of Panjer's formula
0 references
splitting of positive and negative components
0 references
analytically-derived tail approximations
0 references
