An Extension of Kornya's method with application to pension funds.

Détails

ID Serval
serval:BIB_4057
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
Auteur⸱e⸱s
Dufresne F.
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 to the calculation of the distribution of the total claims of a pension fund where only death and disability of active members are considered.
Création de la notice
19/11/2007 11:18
Dernière modification de la notice
20/08/2019 14:38
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