Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 371-379
exponential claim amounts. The aim of this paper is not only to unify previous methodology through the use of Lagrange’s expansion … theorem, but also to provide insight into the nature of the series expansions by identifying the probabilistic contribution of …