Abstract
AbstractA formula, originally presented by Haldane (1938), for the evaluation of the distribution of aggregate claims is examined and compared with some other approaches. The idea is to apply a symmetrizing transformation to the original variable in order to make it susceptible to be approximated by the normal distribution.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Cited by
20 articles.
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