EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES

DOI10.1017/S1446181108000187zbMath1153.91597MaRDI QIDQ3542094

Ramon Lacayo

Publication date: 28 November 2008

Published in: The ANZIAM Journal (Search for Journal in Brave)

zbMATH Keywords

Laplace transformprobability density functionclaim number processBell polynomialtotal claim amountclaim size process

Mathematics Subject Classification ID

Cites Work

• Non-life insurance mathematics. An introduction with stochastic processes.
• Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
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