13
Views
1
CrossRef citations to date
0
Altmetric
Section IV

The Esscher approximation method

&
Pages 34-50 | Published online: 22 Dec 2011

References

  • Ammeter , H . 1948 . A generalisation of the collective theory of risk in regard to fluctuating basic probabilities . Skand. AktuarTidskr. ,
  • Ammeter , H . 1955 . “ The calculation of premium-rates for excess of loss and stop loss reinsurance treaties ” . In Non proportional reinsurance Edited by: Vajda , S. Brussels
  • Ammeter , H . 1957 . “ Die Ermittlung der Risikogewinne im Versicherungswesen auf risikotheoretischer Grundlage ” . In Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker
  • Bohman , H . 1963 . What is the reason that Esscher's method of approximation is as good as it is?at]What is the reason that Esscher's method of approximation is as good as it is? . Skand. AktuarTidskr. ,
  • Bohman , H. and Esscher , F. 1963 . Studies in risk theory with numerical illustrations concerning distributions and stop loss premiums . Skand. AktuarTidskr. , 1964
  • Cramér , H. 1938 . “ Sur un nouveau théorème-limite de la théorie des probabilités ” . In Actualités Scientifiques Paris
  • Esscher , F. 1932 . On the probability function in the collective theory of risk . Skand. AktuarTidskr. ,
  • Esscher , F. 1963 . On approximate computations when the corresponding characteristic functions are known . Skand. AktuarTidskr. ,
  • Feller , W. 1943 . Generalization of a probability limit theorem by Cramér . Trans. Amer. Math. Soc. , 54

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.