On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
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Publication:1262681
DOI10.1016/0167-6687(89)90061-9zbMath0686.62091MaRDI QIDQ1262681
Michel Gendron, Hélène Crépeau
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)90061-9
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
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Approximations for stop-loss reinsurance premiums, On the computation of aggregate claims distributions: some new approximations
Cites Work
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- On the Inverse Gaussian Distribution Function