On the Use of Equispaced Discrete Distributions

DOI10.2143/AST.28.2.519068MaRDI QIDQ3632882zbMATH OpenOpenAlexFDO

Authors J. F. Walhin, J. Parıś

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.28.2.519068

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

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Cites work

• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality

Cited in

(6)

• Recursive evaluation of aggregate claims distributions.
• Difference equation approaches in evaluation of compound distributions
• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
• Some comments on the individual risk model and multivariate extension
• Local Moment Matching and S-convex Extrema
• Error bounds in approximations of random sums using gamma-type operators

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