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Error Bounds for Compound Poisson Approximations of the Individual Risk Model
8 references·1 citing·21 second hop
Error Bounds for Compound Poisson Approximations of the Individual Risk Model (1992)Error Bounds for Compound Poisson Approxi…An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio (1987)An Improved Error Bound for t…Improved Approximations for the Aggregate Claims Distribution in the Individual Model (1986)Improved Approximations for t…Approximation of aggregate claims distributions by compound poisson distributions (1985)Approximation of aggregate cl…Error bounds for the compound poisson approximation (1984)Error bounds for the compound…An introduction to non-life insurance mathematics (1984)An introduction to non-life i…DISTRIBUTION OF AGGREGATE CLAIMS IN THE INDIVIDUAL RISK THEORY MODEL (1983)DISTRIBUTION OF AGGREGATE CLA…An introduction to mathematical risk theory (1979)An introduction to mathematic…Some Inequalities for Stop-Loss Premiums (1977)Some Inequalities for Stop-Lo…Measuring the impact of dependence between claims occurrences (2002)Measuring the impact of depen…Annuity Valuation with Dependent Mortality (1996)Dependency of Risks and Stop-Loss Order (1996)Stop-loss order for portfolios of dependent risks (1997)Recursive Evaluation of a Family of Compound Distributions (1981)The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims (1989)On a class of approximative computation methods in the individual risk model (1994)Approximation of sums by compound Poisson distributions with respect to stop-loss distances (1990)Notes on discrete compound Poisson model with applications to risk theory (2014)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Panjer vs Kornya vs De Pril: A Comparison from a Practical Point of View (1987)Improved approximations for the aggregate claims distribution of a life insurance portfolio (1988)On approximating distributions by approximating their De Pril transforms (1998)Recursive evaluation of aggregate claims distributions (2002)Extremal generators and extremal distributions for the continuous s-convex stochastic orderings (1999)Premium Principles (2004)The compound Poisson approximation for a portfolio of dependent risks (1996)On some Extensions of Panjer's Class of Counting Distributions (1992)Present value distributions with applications to ruin theory and stochastic equations (1997)Optimal proportional reinsurance policies for diffusion models with transaction costs (1998)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1984An introduction to non-life insurance mathematics102 cited
  • 1977Some Inequalities for Stop-Loss Premiums85 cited
  • 1986Improved Approximations for the Aggregate Claims Distribution in the Individual Model77 cited
  • 1984Error bounds for the compound poisson approximation61 cited
  • 1987An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio56 cited
  • 1983DISTRIBUTION OF AGGREGATE CLAIMS IN THE INDIVIDUAL RISK THEORY MODEL49 cited
  • 1985Approximation of aggregate claims distributions by compound poisson distributions43 cited

Cited by

  • 2002Measuring the impact of dependence between claims occurrences30 cited

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