Some comments on the individual risk model and multivariate extension

DOI10.1007/BF02809052MaRDI QIDQ5422784zbMATH OpenOpenAlexFDO

Authors J. F. Walhin, J. Parıś

Publication date 30 October 2007

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

Full work available at URL https://doi.org/10.1007/bf02809052

Mathematics Subject Classification ID

Recommendations

• On a class of approximative computation methods in the individual risk model
• Risk measures and multivariate extensions of Breiman's theorem
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Cites work

• Improved approximations for the aggregate claims distribution of a life insurance portfolio
• On a class of approximative computation methods in the individual risk model
• On the Use of Equispaced Discrete Distributions
• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Recursions for the individual model

Cited in

(3)

• Recursions for the individual model
• Ruin theory with excess of loss reinsurance and reinstatements
• On the use of the multivariate stochastic order in risk theory

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