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Recursions for the individual model

https://doi.org/10.1016/0167-6687(94)00029-e
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0167-6687(84)90062-3openalex-snapshot
Error bounds for the compound poisson approximation
inferredcites →https://doi.org/10.1016/0167-6687(93)90405-eopenalex-snapshot
How to (and how not to) compute stop-loss premiums in practice
inferredcites →https://doi.org/10.1016/0167-6687(94)00011-5openalex-snapshot
On a class of approximative computation methods in the individual risk model
inferredcites →https://doi.org/10.1017/s0515036100006796openalex-snapshot
Recursive Evaluation of a Family of Compound Distributions
inferredcites →https://doi.org/10.1080/03461238.1988.10413837openalex-snapshot
Improved approximations for the aggregate claims distribution of a life insurance portfolio
inferredcites →https://doi.org/10.2143/ast.15.2.2015024openalex-snapshot
Recursions for Convolutions of Arithmetic Distributions
inferredcites →https://doi.org/10.2143/ast.16.2.2015003openalex-snapshot
On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model
inferredcites →https://doi.org/10.2143/ast.19.1.2014913openalex-snapshot
The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims
inferredcites →https://doi.org/10.2143/ast.24.1.2005083openalex-snapshot
On the Exact Calculation of the Aggregate Claims Distribution in the Individual Life Model

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2930965openalex-extracted
Approaches to Calculate Tail Quantiles of Compound Distributions
inferred← citeshttps://doi.org/10.1002/9780470012505.tad005openalex-snapshot
D e P ril Recursions and Approximations
inferred← citeshttps://doi.org/10.1002/9780470012505.tai010openalex-snapshot
Individual Risk Model
inferred← citeshttps://doi.org/10.1002/9780470061596.risk0350openalex-snapshot
Individual Risk Models
inferred← citeshttps://doi.org/10.1002/9780470317044.refsopenalex-snapshot
References
inferred← citeshttps://doi.org/10.1002/9781118445112.stat03565openalex-snapshot
Individual Risk Model: Examples
inferred← citeshttps://doi.org/10.1002/9781118445112.stat04305openalex-snapshot
D e P ril Recursions and Approximations
inferred← citeshttps://doi.org/10.1002/9781118445112.stat04308openalex-snapshot
Individual Risk Model: Overview
inferred← citeshttps://doi.org/10.1002/9781118573013.biblioopenalex-snapshot
Bibliography
inferred← citeshttps://doi.org/10.1002/9781118909560.refsopenalex-snapshot
References
inferred← citeshttps://doi.org/10.1007/bf02808463openalex-snapshot
On the use of the multivariate stochastic order in risk theory
inferred← citeshttps://doi.org/10.1007/bf02809052openalex-snapshot
Some comments on the individual risk model and multivariate extension
inferred← citeshttps://doi.org/10.1007/s10255-006-0329-0openalex-snapshot
Recursions for the Individual Risk Model
inferred← citeshttps://doi.org/10.1007/s10255-010-0028-8openalex-snapshot
A ruin model with random income and dependence between claim sizes and claim intervals
inferred← citeshttps://doi.org/10.1007/s11009-018-9625-4openalex-snapshot
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
inferred← citeshttps://doi.org/10.1016/0167-6687(93)90405-eopenalex-snapshot
How to (and how not to) compute stop-loss premiums in practice
inferred← citeshttps://doi.org/10.1016/0167-6687(94)00011-5openalex-snapshot
On a class of approximative computation methods in the individual risk model
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2008.11.007openalex-snapshot
Bounds and approximations for sums of dependent log-elliptical random variables
inferred← citeshttps://doi.org/10.1016/s0167-6687(02)00094-xopenalex-snapshot
On two dependent individual risk models
inferred← citeshttps://doi.org/10.1016/s0167-6687(02)00123-3openalex-snapshot
Recursive evaluation of aggregate claims distributions
inferred← citeshttps://doi.org/10.1016/s0167-6687(02)00210-xopenalex-snapshot
On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
inferred← citeshttps://doi.org/10.1016/s0167-6687(99)00027-xopenalex-snapshot
Stochastic bounds on sums of dependent risks
inferred← citeshttps://doi.org/10.1017/asb.2019.24openalex-snapshot
SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
inferred← citeshttps://doi.org/10.1080/03461230510009781openalex-snapshot
On the optimality of proportional reinsurance
inferred← citeshttps://doi.org/10.1080/03461230902753507openalex-snapshot
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
inferred← citeshttps://doi.org/10.1080/03610910701539781openalex-snapshot
Simulating from Exchangeable Archimedean Copulas
inferred← citeshttps://doi.org/10.2143/ast.25.1.563251openalex-snapshot
On Some Properties of de Pril Transforms of Counting Distributions
inferred← citeshttps://doi.org/10.3989/gya.0224181openalex-snapshot
Flavored olive oils: focus on their acceptability and thermal stability
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