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

Details

Serval ID
serval:BIB_4057
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 to the calculation of the distribution of the total claims of a pension fund where only death and disability of active members are considered.
Create date
19/11/2007 11:18
Last modification date
20/08/2019 14:38
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