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Discussion on "D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio"

Sundt, Bjørn - 1999

In the present discussion we point out the relation of some results inDickson & Waters (1999) to similar results in Sundt (1998a, b)...

Persistent link: https://www.econbiz.de/10005847161

Multi-Period Aggregate Loss Distributions for a Life Portfolio

Dickson, David C.M.; Waters, Howard R. - International Actuarial Association / Actuarial Studies … - 1999

Algorithms for the calculation of the distribution of the aggregate claimsfrom a life insurance portfolio have been derived by Kornya (1983), Hipp(1986) and De Pril (1986 and 1989)...

Persistent link: https://www.econbiz.de/10005847160