We introduce the triangular approximation to the normal distribution in order to extract closed- and semi-closed-form solutions that are useful in risk measurement calculations. In risk measurement ...

This is a preview. Log in through your library . Abstract Spectral approximations on the triangle by orthogonal polynomials are studied in this paper. Optimal error ...

This issue of The Journal of Risk Model Validation has a mildly actuarial flavor, as two of our four papers deal with collective risk models. This is a term used in the insurance literature when the ...