On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies-Reference-Cited by-同舟云学术

On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies

Published:2003-04 Issue:2 Volume:32 Page:201-215
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Ribas Carme,Marı́n-Solano Jesús,Alegre Antonio

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference15 articles.

1. Denuit, M., Dhaene, J., Le Bailly de Tilleghem, C., Teghem, S., 2001. Measuring the impact of dependence among insurance lifelengths. Belgian Actuarial Bulletin 1.

2. On the exact computation of the aggregate claims distribution in the individual life model;De Pril;ASTIN Bulletin,1986

3. Improved approximations for the aggregate claims distribution of a life insurance portfolio;De Pril;Scandinavian Actuarial Journal,1988

4. The aggregate claims distribution in the individual model with arbitrary positive claims;De Pril;ASTIN Bulletin,1989

5. The safest dependence structure among risks;Dhaene;Insurance: Mathematics and Economics,1999

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