Some comments on the individual risk model and multivariate extension
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Publication:5422784
DOI10.1007/BF02809052zbMath1354.91078MaRDI QIDQ5422784
José París, Jean François Walhin
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
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Cites Work
- On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
- On a class of approximative computation methods in the individual risk model
- Recursions for the individual model
- On the Use of Equispaced Discrete Distributions
- Improved approximations for the aggregate claims distribution of a life insurance portfolio