Two binomial methods for evaluating the aggregate claims distribution in De Pril's individual risk model

zbMATH Open1356.91061MaRDI QIDQ2965072FDOQ2965072

Authors: Raluca Vernic, Bjørn Sundt 

Publication date: 27 February 2017

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• scientific article; zbMATH DE number 3856261

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (3)

• A new method for evaluating the distribution of aggregate claims
• Recurrent methods of construction cumulative functions of risk
• Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model

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