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Computing compound distributions faster!

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  • den Iseger, P. W.
  • Smith, M. A. J.
  • Dekker, R.

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  • den Iseger, P. W. & Smith, M. A. J. & Dekker, R., 1997. "Computing compound distributions faster!," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 23-34, June.
    • Handle: RePEc:eee:insuma:v:20:y:1997:i:1:p:23-34
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    References listed on IDEAS

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    1. Kuon, S. & Radtke, M. & Reich, A., 1993. "An Appropriate Way to Switch from the Individual Risk Model to the Collective One," ASTIN Bulletin, Cambridge University Press, vol. 23(1), pages 23-54, May.
    2. Sundt, Bjørn & Jewell, William S., 1981. "Further Results on Recursive Evaluation of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 27-39, June.
    3. Panjer, H. H. & Lutek, B. W., 1983. "Practical aspects of stop-loss calculations," Insurance: Mathematics and Economics, Elsevier, vol. 2(3), pages 159-177, July.
    4. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
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    Cited by:

    1. Gomes-Gonçalves, Erika & Gzyl, Henryk & Mayoral, Silvia, 2016. "Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 145-153.

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