Scholarlink

Abstract <p>In this study, an advanced technique is used to derive the cumulative distribution function approximation for the complex stopped sum Geometric model, which is commonly applied in insurance systems. The study confirms the accuracy of the saddle-point approximation. Numerical calculations, compared with the corresponding normal approximation, are used to demonstrate the superiority of the saddle-point method as an effective solution for approximating these intractable distributions.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Advanced Approach to Estimate Stopped Sum Geometric Distribution in Insurance System Using Saddle-Point Approximation

  • 期刊论文

  • 发表日期：

    2025年4月1日

查看全文
  • Reham M. Al Mutairi,
  • Alya Omar

摘要

Abstract

In this study, an advanced technique is used to derive the cumulative distribution function approximation for the complex stopped sum Geometric model, which is commonly applied in insurance systems. The study confirms the accuracy of the saddle-point approximation. Numerical calculations, compared with the corresponding normal approximation, are used to demonstrate the superiority of the saddle-point method as an effective solution for approximating these intractable distributions.