Arithmetization of distributions and linear goal programming
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References listed on IDEAS
- Gerber, Hans U., 1982. "On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 13-18, January.
- Panjer, H. H. & Lutek, B. W., 1983. "Practical aspects of stop-loss calculations," Insurance: Mathematics and Economics, Elsevier, vol. 2(3), pages 159-177, July.
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- Rafał Wójcik & Charlie Wusuo Liu & Jayanta Guin, 2019. "Direct and Hierarchical Models for Aggregating Spatially Dependent Catastrophe Risks," Risks, MDPI, vol. 7(2), pages 1-22, May.
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