Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions
Author:
Funder
AXA Research Fund
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-015-9470-7.pdf
Reference26 articles.
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3. Ambagaspitiya RS (1998) On the distribution of a sum of correlated aggregate claims. Insur Math Econ 23(1):15–19
4. Ambagaspitiya RS (1999) On the distributions of two classes of correlated aggregate claims. Insur Math Econ 24(3):301–308
5. Barndorff-Nielsen O (1978) Information and exponential families in statistical theory. Wiley
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