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Recursive evaluation of aggregate claims distributions |
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| Authors: | Bjrn Sundt |
| Institution: | Bjørn Sundt, |
| Abstract: | In this paper, we give a survey of recursive methods presented in the actuarial literature for exact and approximate evaluation of univariate and multivariate aggregate claims distributions. For the approximations, we present error bounds. |
| Keywords: | Aggregate claims distributions Recursions Approximations Error bounds |
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