How to (and how not to) compute stop-loss premiums in practice
- 31 December 1993
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 13 (3) , 241-254
- https://doi.org/10.1016/0167-6687(93)90405-e
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?Scandinavian Actuarial Journal, 1984
- Further Results on Recursive Evaluation of Compound DistributionsASTIN Bulletin, 1981
- From Aggregate Claims Distribution to Probability of RuinASTIN Bulletin, 1978