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Document Details : Title: Approximative Evaluation of the Distribution Function of Aggregate Claims Author(s): PENTIKAINEN, T. Journal: ASTIN Bulletin Volume: 17 Issue: 1 Date: April 1987 Pages: 15-39 DOI: 10.2143/AST.17.1.2014982 Abstract : A formula, originally presented by HALDANE (1938) 2, for the evaluation of the distribution of aggregate claims is examined and compared with some other approaches. The idea is to apply a symmetrizing transformation to the original variable in order to make it suscepuble to be approximated by the normal distribution. |
