scientific article; zbMATH DE number 3856261

zbMATH Open0538.62089MaRDI QIDQ3324892FDOQ3324892

Authors: John A. Beekman 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

negative binomialcompound Poisson processconvolution type seriesdistribution of aggregate claimsinfinite time ruin function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Convolution and actuarial risk in a pension fund
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• Two binomial methods for evaluating the aggregate claims distribution in De Pril's individual risk model
• Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view
• Calculation of the probability of eventual ruin by Beekman's convolution series
• A convolution identity for exchangeable risks
• A new method for evaluating the distribution of aggregate claims
• Convolution of uniform distributions and ruin probability
• On a family of aggregate claims distributions
• A collective risk comparative study

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