Polynomial extensions of distributions and their applications in actuarial and financial modeling

DOI10.1016/j.insmatheco.2014.01.008zbMath1296.91160OpenAlexW2087951518MaRDI QIDQ743164

Hao Li, Alexander V. Melnikov

Publication date: 22 September 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.01.008

zbMATH Keywords

orthogonal polynomialsPearson's equationRodrigues formulaactuarial and financial models

Mathematics Subject Classification ID

Cites Work

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• Weighted premium calculation principles
• Weighted risk capital allocations
• On polynomial extension of t-distribution and its financial applications
• A generalization of Student'st-distribution from the viewpoint of special functions
• CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS

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