An Extension of Kornya's Method with Application to Pension Funds

Details

Serval ID
serval:BIB_2647B5763858
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
An Extension of Kornya's Method with Application to Pension Funds
Journal
Bulletin de l'Association Suisse des Actuaires
Author(s)
Dufresne F.
ISSN
1022-5617
Publication state
Published
Issued date
1996
Peer-reviewed
Oui
Number
2
Pages
171-181
Language
english
Abstract
A simple extension of the method of Kornya is derived. The extended method applies to the convolution of triatomic distributions with nonnegative support while the original method is restricted to diatomic distributions. This way, the algorithm can be applied in the calculation of the distribution of the total claims of a pension fund where only death and disability of active members are considered.
Keywords
Disability, Recursive evaluation
Create date
19/11/2007 9:52
Last modification date
20/08/2019 13:04
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