A generalisation of the De Pril transform

DOI10.1080/03461238.1998.10413990MaRDI QIDQ4235012zbMATH OpenOpenAlexFDO

Authors Bjørn Sundt

Publication date 25 March 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1998.10413990

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• The multivariate De Pril transform.
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Cites work

• On a class of approximative computation methods in the individual risk model
• On approximating distributions by approximating their De Pril transforms

Cited in

(8)

• Second-order subexponential sequences and the asymptotic behavior of their De Pril transform
• Recursive evaluation of aggregate claims distributions.
• The multivariate De Pril transform.
• A new method for evaluating the distribution of aggregate claims
• Generalization of the Darboux transform
• On approximating distributions by approximating their De Pril transforms
• scientific article; zbMATH DE number 1368848 (Why is no real title available?)
• Recursions for the individual risk model

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