Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862)
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scientific article; zbMATH DE number 6698225
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| English | Polynomial approximations for bivariate aggregate claims amount probability distributions |
scientific article; zbMATH DE number 6698225 |
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Polynomial approximations for bivariate aggregate claims amount probability distributions (English)
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30 March 2017
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bivariate aggregate claims model
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bivariate distribution
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bivariate Laplace transform
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numerical inversion of Laplace transform
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natural exponential families with quadratic variance functions
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orthogonal polynomials
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0.7556741833686829
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0.7418744564056396
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0.7399637699127197
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0.7325769662857056
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0.7319123148918152
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