Approximation methods for distributions of aggregate insurance losses
The distribution of aggregate claims of a portfolio has been a central topic in risk theory. The discussion has focussed on two problems: the choice of the distribution and its numerical evalution by means of an approximation. The paper describes the method of approximation by means of orthogonal p...
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2025-02-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/38240 |
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