Combining Panjer's recursion with convolution

DOI10.1016/0167-6687(89)90042-5zbMATH Open0666.62100OpenAlexW2143116140MaRDI QIDQ1116616FDOQ1116616

Authors: A. E. van Heerwaarden, Rob Kaas, Marc J. Goovaerts 

Publication date: 1989

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90042-5

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zbMATH Keywords

convolutiondistribution functionupper boundscompound Poisson modelstop-loss premiumsPanjer's recursionnon-life portfoliototal claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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