On recursive formulas for aggregate claims
- 1 April 1984
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1984 (2) , 102-104
- https://doi.org/10.1080/03461238.1984.10413757
Abstract
In a recent communication Chan (1982) derived a recursive formula for an arbitrary discrete distribution. This note provides a simpler derivation which extends to multivariate distributions as well. An illustration is given in terms of the bivariate Hermite distribution.Keywords
This publication has 5 references indexed in Scilit:
- Some methods of estimation for the bivariate Hermite distributionBiometrika, 1983
- Recursive formulas for aggregate claimsScandinavian Actuarial Journal, 1982
- On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiumsInsurance: Mathematics and Economics, 1982
- Recursive Evaluation of a Family of Compound DistributionsASTIN Bulletin, 1981
- Further Results on Recursive Evaluation of Compound DistributionsASTIN Bulletin, 1981