A New Approach for Enhancing Aggregate Loss Modeling

DOI10.1080/10920277.2025.2603265MaRDI QIDQ7389942zbMATH OpenFDO

Authors Tatjana Miljkovic, Bettina Grün

Publication date 2026

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2025.2603265

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

• Collective risk models with dependence
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• scientific article; zbMATH DE number 3222526 (Why is no real title available?)
• scientific article; zbMATH DE number 3304639 (Why is no real title available?)
• Loss models. From data to decisions
• Matrix-Form Recursions for a Family of Compound Distributions
• Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
• Modelling the aggregate loss for insurance claims with dependence
• On the computation of aggregate claims distributions: some new approximations
• Saddle point approximation for the distribution of the sum of independent random variables

This page was built for publication: A New Approach for Enhancing Aggregate Loss Modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7389942)