Multi-Period Aggregate Loss Distributions for a Life Portfolio

Algorithms for the calculation of the distribution of the aggregate claimsfrom a life insurance portfolio have been derived by Kornya (1983), Hipp(1986) and De Pril (1986 and 1989)...

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Year of publication:	1999-04-13
Authors:	Dickson, David C.M. ; Waters, Howard R.
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 295-309
Subject:	Lebensversicherung

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Extent:	518144 bytes 16 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/10005847160