On the Computation of the Aggregate Claim Distribution When Individual Claims are Inverse Gaussian

Link
https://www.sciencedirect.com/science/article/abs/pii/0167668789900619
Volume
8:3
Page
251-258
Year
1989
Keywords
Reinsurance Research - Loss Distributions, Size of
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Financial and Statistical Methods
Aggregation Methods
Financial and Statistical Methods
Loss Distributions
Publications
Insurance: Mathematics & Economics
Authors
Helene Crepeau
Michel Gendron
Formerly on syllabus
Off