LAUSR

Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions

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1 Published in 2017 at "Methodology and Computing in Applied Probability"

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