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On a class of approximative computation methods in the individual risk model

Jan Dhaene, Nelson De Pril

Insurance Mathematics and Economics · 1994 · 52 citations · 8 references

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References

8

Recursive Evaluation of a Family of Compound Distributions

Harry H. Panjer · Astin Bulletin · 1981 · 576 citations · Full text

, , +16

Improved Approximations for the Aggregate Claims Distribution in the Individual Model

Christian Hipp · Astin Bulletin · 1986 · 83 citations · Full text

, , +16

The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims

Nelson De Pril · Astin Bulletin · 1989 · 70 citations · Full text

, , +10

On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model

Nelson De Pril · Astin Bulletin · 1986 · 56 citations · Full text

, , +11

Error Bounds for Compound Poisson Approximations of the Individual Risk Model

Nelson De Pril, Jan Dhaene · Astin Bulletin · 1992 · 37 citations · Full text

, , +16