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Volumn 23, Issue 3, 1998, Pages 215-230

On the computation of aggregate claims distributions: Some new approximations

Author keywords

Approximations to F (x , t); Exact value; Inverse Gaussian distribution; Numerical calculations

Indexed keywords


EID: 0032585467     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00029-8     Document Type: Article
Times cited : (24)

References (19)
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  • 2
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    • Skandinaisk Aktuarie Tidskrift , vol.47 , pp. 1-40
  • 3
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    • Chaubey, Y.P.1
  • 5
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    • On the probability function in the collective theory of risk
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    • (1932) Skandinaisk Aktuarie Tidskrift , pp. 175-195
    • Esscher, F.1
  • 6
    • 0010078476 scopus 로고
    • On approximate computations when the corresponding characteristic functions are known
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    • (1963) Skandinaisk Aktuarie Tidskrift , pp. 78-96
    • Esscher, F.1
  • 8
    • 38249006531 scopus 로고
    • On the computation of the aggregate claim distribution when individuals claims are inverse Gaussian
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    • (1989) Insurance: Mathematics and Economics , vol.8 , pp. 251-258
    • Gendron, M.1    Crépeau, H.2
  • 9
    • 0000914981 scopus 로고
    • Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
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    • (1991) Scandinavian Acturial Journal , vol.2 , pp. 154-168
    • Jensen, J.L.1
  • 11
    • 84958437977 scopus 로고
    • Recursive evaluation of a family of compound distributions
    • [10] Panjer, H.H., 1981. Recursive evaluation of a family of compound distributions. Astin Bulletin 12, 22-26.
    • (1981) Astin Bulletin , vol.12 , pp. 22-26
    • Panjer, H.H.1
  • 13
    • 0010078478 scopus 로고
    • On the approximation of the total amount of claims
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    • (1977) Astin Bulletin , vol.9 , pp. 281-289
    • Pentikäinen, T.1
  • 14
    • 84974449565 scopus 로고
    • Approximate evaluation of the distribution function of aggregate claims
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    • Pentikäinen, T.1
  • 16
    • 84873113620 scopus 로고
    • Approximations to risk theory's F (x , t) by means of the gamma distribution
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    • (1977) Astin Bulletin , vol.9 , pp. 213-218
    • Seal, H.L.1
  • 18
    • 51249174092 scopus 로고
    • The numerical evaluation of the aggregate claim density function via integral equations
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    • (1985) Blätter , vol.17 , pp. 1-13
    • Ströter, B.1
  • 19
    • 0010074240 scopus 로고
    • Some approximation methods for the distribution of random sums
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    • Von Chossy, R.1    Rappl, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.