The numerical evaluation of the aggregate claim density function via integral equations

DOI10.1007/BF02808512zbMATH Open0563.62087MaRDI QIDQ3677023FDOQ3677023

Authors: Berthold Ströter 

Publication date: 1985

Published in: Blätter der DGVFM (Search for Journal in Brave)

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zbMATH Keywords

error analysisaggregate claim density

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral equations (65R20) Volterra integral equations (45D05)

Cites Work

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• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Three Classes of Univariate Discrete Distributions
• Practical aspects of stop-loss calculations
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• Title not available (Why is that?)

Cited In (10)

• Difference equation approaches in evaluation of compound distributions
• Approximations for stop-loss reinsurance premiums
• Computation of the Aggregate Claim Amount Distribution Using R and Actuar
• The total claims amount of largest claims reinsurance treaties revisited
• Rückversicherungsverträge mit ergebnisabhängiger Prämie und ihre Bewertung mit Hilfe der Gesamtschadenverteilung
• On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
• On the computation of aggregate claims distributions: some new approximations
• Recursive evaluation of aggregate claims distributions.
• Measuring operational risk using a mean scaled individual risk model
• Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model

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