Recurrent methods of construction cumulative functions of risk

DOI10.14498/VSGTU1021MaRDI QIDQ3458013zbMATH OpenOpenAlexFDO

Authors V. N. Nikishov, E. V. Mikhaĭlova

Publication date 8 December 2015

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/vsgtu1021

zbMATH Keywords

cumulative functions of riskrecurrent methodstotal loss

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• A generalization of Panjer's recursion and numerically stable risk aggregation

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