On Mulivariate Vernic Recursions

In the present paper we extend a recursive algorithm developed by Vernic (1999) for compound distributions...

Year of publication:	2000-05-01
Authors:	Sundt, Bjørn
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 30 - No. 1 - 2000, 111-122
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft \| Versicherungsmathematik

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Extent:	377856 bytes 12 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)

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