On moment based density approximations for aggregate losses
From MaRDI portal
Publication:908382
DOI10.1016/j.cam.2015.11.048zbMath1341.62057OpenAlexW2204104303MaRDI QIDQ908382
Jeffrey Chu, Xiao Jiang, Saralees Nadarajah
Publication date: 4 February 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.048
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
A moment recursive formula for a class of distributions ⋮ Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses ⋮ Orthogonal polynomial expansions to evaluate stop-loss premiums
Cites Work
This page was built for publication: On moment based density approximations for aggregate losses