An Extension of Kornya's Method with Application to Pension Funds
Détails
ID Serval
serval:BIB_2647B5763858
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
An Extension of Kornya's Method with Application to Pension Funds
Périodique
Bulletin de l'Association Suisse des Actuaires
ISSN
1022-5617
Statut éditorial
Publié
Date de publication
1996
Peer-reviewed
Oui
Numéro
2
Pages
171-181
Langue
anglais
Résumé
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.
Mots-clé
Disability, Recursive evaluation
Création de la notice
19/11/2007 9:52
Dernière modification de la notice
20/08/2019 13:04