کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4638093 1631993 2016 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On moment based density approximations for aggregate losses
ترجمه فارسی عنوان
تقریبی تراکم لحظه ای برای تلفات جمع
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی

Jin et al. (2015) proposed a novel moments based approximation based on the gamma distribution for the compound sum of independent and identical random variables. They illustrated their approximation using six examples. Here, we revisit four of their examples. We show that moments based approximations based on simpler distributions can be good competitors. We also show that the moments based approximations are more accurate than truncated versions of the exact distribution of the compound sum.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 298, 15 May 2016, Pages 152–166
نویسندگان
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