ActuarialOrthogonalPolynomials

MaRDI QIDQ46185swMATHFDO

Official website https://arxiv.org/abs/1712.03468

Source code repository https://github.com/Pat-Laub/ActuarialOrthogonalPolynomials

Described by source

• Orthogonal polynomial expansions to evaluate stop-loss premiums

Cited in

(4)

• Finite-time ruin probabilities using bivariate Laguerre series
• LaguerrePol
• Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
• Approximating the first passage time density from data using generalized Laguerre polynomials

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