Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Polynomial approximations for bivariate aggregate claims amount probability distributions |
scientific article |
Statements
Polynomial approximations for bivariate aggregate claims amount probability distributions (English)
0 references
30 March 2017
0 references
bivariate aggregate claims model
0 references
bivariate distribution
0 references
bivariate Laplace transform
0 references
numerical inversion of Laplace transform
0 references
natural exponential families with quadratic variance functions
0 references
orthogonal polynomials
0 references
0 references
0 references
0 references
0 references
0 references
0 references