On recursive formulas for aggregate claims

DOI10.1080/03461238.1984.10413757MaRDI QIDQ3677024zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03461238.1984.10413757

zbMATH Keywords

aggregate claimsbivariate Hermite distributionmultivariate distributionsrecursive formula

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums

Cited in

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