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On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. (English) Zbl 0479.62076


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
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References:

[1] Panjer, H. H., The aggregate claims distribution and stop-loss reinsurance, Transactions of the Society of Actuaries, 32, 523-545 (1980)
[2] Steutel, F. W., Preservation of infinite divisibility under mixing and related topics, Mathematical Centre Tracts, No. 33 (1970), Amsterdam · Zbl 0226.60013
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