1997
Computing compound distributions faster
Publication
Publication
Insurance: Mathematics and Economics p. 23- 34
The use of Panjer's algorithm has meanwhile become a widespread standard technique for actuaries (Kuon et al., 1955). Panjer's recursion formula is used for the evaluation of compound distributions and can be applied to life and general insurance problems. The discrete version of Panjer's recursion formula is often applied to continuous distributions by discretizing the
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| hdl.handle.net/1765/2254 | |
| Insurance: Mathematics and Economics | |
| Organisation | Erasmus School of Economics |
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den Iseger, P., Smith, M. A. J., & Dekker, R. (1997). Computing compound distributions faster. Insurance: Mathematics and Economics, 23–34. Retrieved from http://hdl.handle.net/1765/2254 |
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