Recommendations
- Recursions for the individual model
- Panjer recursion versus FFT for compound distributions
- Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view
- Recursions for Convolutions and Compound Distributions with Insurance Applications
- Finding efficient recursions for risk aggregation by computer algebra
Cites work
- scientific article; zbMATH DE number 5713274 (Why is no real title available?)
- scientific article; zbMATH DE number 2188756 (Why is no real title available?)
- A generalisation of the De Pril transform
- Approximation of aggregate claims distributions by compound Poisson distributions
- Error bounds for the compound Poisson approximation
- How to (and how not to) compute stop-loss premiums in practice
- 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 approximating distributions by approximating their De Pril transforms
- On error bounds for approximations to multivariate distributions.
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
- Recursions for Distribution Functions and Stop-Loss Transforms
- Recursions for the individual model
- Recursive evaluation of aggregate claims distributions.
- Some results on moments and cumulants
- The multivariate De Pril transform.
Cited in
(13)- Recursions for Convolutions and Compound Distributions with Insurance Applications
- Delta operators, power series distributions and recursions for compound sums
- Inequalities for the De Pril approximation to the distribution of the number of policies with claims
- Recursions for the individual model
- Waveform relaxation for fractional sub-diffusion equations
- Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view
- Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
- Numerical algorithms for Panjer recursion by applying Bernstein approximation
- Finding efficient recursions for risk aggregation by computer algebra
- Backward difference recursions and infinite series representations in computational risk theory
- Recursive methods for a multi-dimensional risk process with common shocks
- On the recursive evaluation of a certain multivariate compound distribution
- Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits
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