The multivariate De Pril transform.

DOI10.1016/S0167-6687(00)00041-XzbMATH Open1103.62319WikidataQ127778708 ScholiaQ127778708MaRDI QIDQ1584591FDOQ1584591

Bjørn Sundt

Publication date: 2000

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

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Super-Efficient Prediction Based on High-Quality Marker Information
• On a class of approximative computation methods in the individual risk model
• Some results on moments and cumulants
• On error bounds for approximations to multivariate distributions.
• On approximating distributions by approximating their De Pril transforms
• A generalisation of the De Pril transform
• Recursions for Distribution Functions and Stop-Loss Transforms
• On multivariate infinitely divisible distributions

Cited In (4)

• Recursions for the individual risk model
• On error bounds for approximations to multivariate distributions.
• Recursive evaluation of aggregate claims distributions.
• Second-order subexponential sequences and the asymptotic behavior of their De Pril transform

   Recommendations

• A generalisation of the De Pril transform 👍 👎
• Title not available (Why is that?) 👍 👎
• On approximating distributions by approximating their De Pril transforms 👍 👎
• Title not available (Why is that?) 👍 👎
• Some results on moments and cumulants 👍 👎

This page was built for publication: The multivariate De Pril transform.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1584591)