Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions
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DOI: 10.1007/s11009-015-9470-7
Abstract: A numerical method to compute bivariate probability distributions from their Laplace transforms is presented. The method consists in an orthogonal projection of the probability density function with respect to a probability measure that belongs to… read more here.
Keywords: probability; approximations bivariate; polynomial approximations; bivariate aggregate ... See more keywords