Pages that link to "Item:Q1162094"

The following pages link to On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums (Q1162094):

Displaying 21 items.

• On a family of aggregate claims distributions (Q794381) (← links)
• Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
• Securitization of motor insurance loss rate risks (Q1003816) (← links)
• Improved recursions for some compound Poisson distributions (Q1023444) (← links)
• Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
• Practical aspects of stop-loss calculations (Q1055140) (← links)
• Recursive formulas for discrete distributions (Q1169212) (← links)
• Bounds on stop-loss premiums and ruin probabilities (Q1182777) (← links)
• Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
• Arithmetization of distributions and linear goal programming (Q1584590) (← links)
• Robust newsvendor problems with compound Poisson demands (Q2241144) (← links)
• Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
• An asymptotic formula for the net premium of some reinsurance treaties (Q3332133) (← links)
• The numerical evaluation of the aggregate claim density function via integral equations (Q3677023) (← links)
• On recursive formulas for aggregate claims (Q3677024) (← links)
• Numerische Berechnung von Gesamtschadenverteilungen (Q3925764) (← links)
• On a family of counting distributions and recursions for related compound distributions (Q3990300) (← links)
• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent (Q5422770) (← links)
• Some comments on the individual risk model and multivariate extension (Q5422784) (← links)
• A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (Q5467664) (← links)
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)