Orthogonal polynomial expansions to evaluate stop-loss premiums-Reference-Cited by-同舟云学术

Orthogonal polynomial expansions to evaluate stop-loss premiums

Published:2020-05 Issue: Volume:370 Page:112648
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Goffard Pierre-Olivier^ORCID,Laub Patrick J.

Funder

Society of Actuaries

Centre of Excellence for Electromaterials Science, Australian Research Council

Cooperative Research Centres, Australian Government Department of Industry

University of California, Santa Barbara

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference39 articles.

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2. Actuarial Theory for Dependent Risk: Measures, Orders and Models;Denuit,2006

3. Optimal reinsurance under VaR and CTE risk measures;Cai;Insurance Math. Econom.,2008

4. Optimal reinsurance revisited: a geometric approach;Cheung;Astin Bull.,2010

5. Optimal reinsurance under VaR and CVaR risk measures: a simplified approach;Chi;Astin Bull.,2011

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1. Approximating the first passage time density from data using generalized Laguerre polynomials;Communications in Nonlinear Science and Numerical Simulation;2023-04

2. Finite-time ruin probabilities using bivariate Laguerre series;Scandinavian Actuarial Journal;2022-07-12

3. Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses;Methodology and Computing in Applied Probability;2021-07-06

4. Orthogonal polynomial expansions to evaluate stop-loss premiums;Journal of Computational and Applied Mathematics;2020-05