On recursive formulas for aggregate claims

DOI10.1080/03461238.1984.10413757zbMATH Open0563.62088OpenAlexW2102623528MaRDI QIDQ3677024FDOQ3677024

Authors:

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413757

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zbMATH Keywords

multivariate distributionsrecursive formulaaggregate claimsbivariate Hermite distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums

Cited In (4)

• Compound model for two dependent kinds of claim
• Recursive evaluation of aggregate claims distributions.
• Title not available (Why is that?)
• Recursive formulas for compound phase distributions -- univariate and bivariate cases

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