An Extension of Panjer's Recursion

This recursion is of interest since it yields a recursion for the aggregate claims distribution in the collective model of risk theory when the claim size distribution...

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Year of publication:	2002-11-01
Authors:	Hess, Klaus Th. ; Liewald, Anett ; Schmidt, Klaus D.
Published in:	Internationale Aktuarvereinigung - Veröffentlichungen ASTIN Bulletin ; Vol.32 - No.2 - 2002, 283-297
Publisher:	Technische Universität <Dresden> / Lehrstuhl für Versicherungsmathematik
Subject:	Versicherungsbetriebslehre \| insurance management \| Risikotheorie \| Versicherungsmathematik

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Extent:	536576 bytes 15 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847062