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On the Stability of Recursive Formulas

Author

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  • H. Panjer, Harry
  • Shaun Wang, 2

Abstract

No abstract is available for this item.

Suggested Citation

  • H. Panjer, Harry & Shaun Wang, 2, 1993. "On the Stability of Recursive Formulas," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 23(02), pages 227-258, November.
  • Handle: RePEc:cup:astinb:v:23:y:1993:i:02:p:227-258_01
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    Cited by:

    1. Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.
    2. Rulliere, Didier & Loisel, Stephane, 2004. "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 187-203, October.
    3. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    4. Shaun, Wang, 1995. "On two-sided compound binomial distributions," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 35-41, August.
    5. Mijatović, Aleksandar & Vidmar, Matija & Jacka, Saul, 2015. "Markov chain approximations to scale functions of Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3932-3957.
    6. Ramsay, Colin M., 2003. "A solution to the ruin problem for Pareto distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 109-116, August.
    7. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 746-762, April.
    8. Venegas-Martínez, Francisco & Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo, 2015. "Riesgo operativo en el sector salud en Colombia: 2013," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(43), pages 7-36, segundo s.
    9. Stefan Gerhold & Uwe Schmock & Richard Warnung, 2010. "A generalization of Panjer’s recursion and numerically stable risk aggregation," Finance and Stochastics, Springer, vol. 14(1), pages 81-128, January.
    10. Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.
    11. repec:spr:compst:v:69:y:2009:i:3:p:497-508 is not listed on IDEAS
    12. Paul Embrechts & Marco Frei, 2009. "Panjer recursion versus FFT for compound distributions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 497-508, July.
    13. Usabel, Miguel, 1999. "Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 133-142, November.
    14. Pavel V. Shevchenko, 2010. "Calculation of aggregate loss distributions," Papers 1008.1108, arXiv.org.
    15. Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo & Venegas-Martínez, Francisco, 2015. "Riesgo operativo en el sector salud en Colombia
      [Operational Risk in the Health Sector in Colombia]
      ," MPRA Paper 63149, University Library of Munich, Germany.

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