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The multivariate De Pril transform

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  • Sundt, Bjorn

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  • Sundt, Bjorn, 2000. "The multivariate De Pril transform," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 123-136, August.
    • Handle: RePEc:eee:insuma:v:27:y:2000:i:1:p:123-136
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    References listed on IDEAS

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    1. Sundt, Bjørn, 2000. "Multivariate Compound Poisson Distributions and Infinite Divisibility," ASTIN Bulletin, Cambridge University Press, vol. 30(2), pages 305-308, November.
    2. Horn, Roger A. & Steutel, F. W., 1978. "On multivariate infinitely divisible distributions," Stochastic Processes and their Applications, Elsevier, vol. 6(2), pages 139-151, January.
    3. Sundt, Bjørn, 2000. "On Multivariate Vernic Recursions," ASTIN Bulletin, Cambridge University Press, vol. 30(1), pages 111-122, May.
    4. Sundt, Bjørn, 1999. "Discussion on D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 311-314, November.
    5. Sundt, Bjorn, 2000. "On error bounds for approximations to multivariate distributions," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 137-144, August.
    6. Sundt, Bjørn, 1999. "On Multivariate Panjer Recursions," ASTIN Bulletin, Cambridge University Press, vol. 29(1), pages 29-45, May.
    7. Sundt, Bjørn, 1995. "On Some Properties of de Pril Transforms of Counting Distributions," ASTIN Bulletin, Cambridge University Press, vol. 25(1), pages 19-31, May.
    8. De Pril, Nelson, 1989. "The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims," ASTIN Bulletin, Cambridge University Press, vol. 19(1), pages 9-24, April.
    9. Dhaene, Jan & Pril, Nelson De, 1994. "On a class of approximative computation methods in the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 181-196, May.
    10. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
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    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Sundt, Bjorn, 2000. "On error bounds for approximations to multivariate distributions," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 137-144, August.

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