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Introduction to non-life insurance mathematics

Sundt, Bjørn - 1984

Persistent link: https://www.econbiz.de/10004710286

Some recursions for moments of compound distributions

Sundt, Bjørn - In: Insurance / Mathematics & economics 33 (2003) 3, pp. 487-496

Persistent link: https://www.econbiz.de/10006885239

Some recursions for moments of n-fold convolutions

Sundt, Bjørn - In: Insurance / Mathematics & economics 33 (2003) 3, pp. 479-486

Persistent link: https://www.econbiz.de/10006885240

Recursive evaluation of aggregate claims distributions

Sundt, Bjørn - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 297-322

Persistent link: https://www.econbiz.de/10006894465

On error bounds for approximations to multivariate distributions

Sundt, Bjørn - In: Insurance / Mathematics & economics 27 (2000) 1, pp. 137-144

Persistent link: https://www.econbiz.de/10006906957

The multivariate De Pril transform

Sundt, Bjørn - In: Insurance / Mathematics & economics 27 (2000) 1, pp. 123-136

Persistent link: https://www.econbiz.de/10006906958

Recursions for convolutions of discrete uniform distributions revisited

Sundt, Bjørn - In: Insurance / Mathematics & economics 24 (1999) 1-2, pp. 15-22

Persistent link: https://www.econbiz.de/10006914423

Corrigendum

Dhaene, Jan; Willmot, Gordon; Sundt, Bjørn - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 3, pp. 226

Persistent link: https://www.econbiz.de/10007869808

The maximum surplus before ruin in an Erlang(n) risk process and related problems

Li, Shuanming; Dickson, David C.M. - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 529-539

Persistent link: https://www.econbiz.de/10005374803

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

Borovkov, Konstantin A.; Dickson, David C.M. - In: Insurance: Mathematics and Economics 42 (2008) 3, pp. 1104-1108

We derive a closed-form (infinite series) representation for the distribution of the ruin time for the Sparre Andersen model with exponentially distributed claims. This extends a recent result of Dickson etÂ al. [Dickson, D.C.M., Hughes, B.D., Zhang, L., 2005. The density of the time to ruin...

Persistent link: https://www.econbiz.de/10005375225