Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Sundt, Bjørn
2000.
On Multivariate Vernic Recursions.
ASTIN Bulletin,
Vol. 30,
Issue. 1,
p.
111.
Sundt, Bjørn
2002.
Recursive evaluation of aggregate claims distributions.
Insurance: Mathematics and Economics,
Vol. 30,
Issue. 3,
p.
297.
Sundt, Bjørn
and
Vernic, Raluca
2004.
Recursions for compound mixed multivariate poisson distributions.
Blätter der DGVFM,
Vol. 26,
Issue. 4,
p.
665.
Yang, Jing Ping
Cheng, Shi Hong
and
Wang, Xiao Qian
2007.
Bivariate Recursive Equations on Excess–of–loss Reinsurance.
Acta Mathematica Sinica, English Series,
Vol. 23,
Issue. 3,
p.
467.
Eisele, Karl-Theodor
2008.
Recursions for multivariate compound phase variables.
Insurance: Mathematics and Economics,
Vol. 42,
Issue. 1,
p.
65.
Embrechts, Paul
and
Frei, Marco
2009.
Panjer recursion versus FFT for compound distributions.
Mathematical Methods of Operations Research,
Vol. 69,
Issue. 3,
p.
497.
Itoh, Yuki
2009.
Recovery Process Model for Two Companies.
SSRN Electronic Journal,
Itoh, Yuki
2009.
Recovery Process Model for Two Companies.
Asia-Pacific Financial Markets,
Vol. 16,
Issue. 4,
p.
287.
Gathy, Maude
and
Lefèvre, Claude
2010.
On the Lagrangian Katz family of distributions as a claim frequency model.
Insurance: Mathematics and Economics,
Vol. 47,
Issue. 1,
p.
76.
Shevchenko, Pavel V.
2011.
Modelling Operational Risk Using Bayesian Inference.
p.
71.
Anastasiadis, Simon
and
Chukova, Stefanka
2012.
Multivariate insurance models: An overview.
Insurance: Mathematics and Economics,
Vol. 51,
Issue. 1,
p.
222.
Jin, Tao
and
Ren, Jiandong
2014.
Recursions and fast Fourier transforms for a new bivariate aggregate claims model.
Scandinavian Actuarial Journal,
Vol. 2014,
Issue. 8,
p.
729.
2015.
Fundamental Aspects of Operational Risk and Insurance Analytics.
p.
851.
Goffard, Pierre-Olivier
Loisel, Stéphane
and
Pommeret, Denys
2017.
Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions.
Methodology and Computing in Applied Probability,
Vol. 19,
Issue. 1,
p.
151.
Kim, Joseph H. T.
Jang, Jiwook
and
Pyun, Chaehyun
2019.
Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach.
North American Actuarial Journal,
Vol. 23,
Issue. 1,
p.
82.
Tank, Fatih
and
Eryilmaz, Serkan
2020.
On bivariate compound sums.
Journal of Computational and Applied Mathematics,
Vol. 365,
Issue. ,
p.
112371.
Gao, Dechen
and
Ren, Jiandong
2024.
Risk analysis of a multivariate aggregate loss model with dependence.
Annals of Actuarial Science,
p.
1.