Improved approximations for the aggregate claims distribution of a life insurance portfolio
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Publication:3814621
DOI10.1080/03461238.1988.10413837zbMath0664.62113OpenAlexW2090173275MaRDI QIDQ3814621
Publication date: 1988
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1988.10413837
Related Items (11)
On a class of approximative computation methods in the individual risk model ⋮ Recursions for the individual model ⋮ Recursions for the individual risk model ⋮ Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model ⋮ On two dependent individual risk models. ⋮ Recursive evaluation of aggregate claims distributions. ⋮ On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies ⋮ Stochastic bounds on sums of dependent risks ⋮ Some comments on the individual risk model and multivariate extension ⋮ Inequalities for the De Pril approximation to the distribution of the number of policies with claims ⋮ Measuring operational risk using a mean scaled individual risk model
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