The compound Poisson approximation for a portfolio of dependent risks
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 18 (1996)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gerber, Hans U., 1984. "Error bounds for the compound poisson approximation," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 3(3), pages 191-194, July.
- Kaas, R. & Gerber, H. U., 1994. "Some alternatives for the individual model," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 15(2-3), pages 127-132, December.
- Denuit, Michel & Lefevre, Claude & Utev, Sergey, 2002. "Measuring the impact of dependence between claims occurrences," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 30(1), pages 1-19, February.
- Irmina Czarna & Zbigniew Palmowski, 2009. "De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process," Papers, arXiv.org 0906.2100, arXiv.org, revised Feb 2011.
- Albers, Willem, 1999. "Stop-loss premiums under dependence," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 24(3), pages 173-185, May.
- Yuen, K. C. & Guo, J. Y., 2001. "Ruin probabilities for time-correlated claims in the compound binomial model," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 29(1), pages 47-57, August.
- Cossette, Helene & Gaillardetz, Patrice & Marceau, Etienne & Rioux, Jacques, 2002. "On two dependent individual risk models," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 30(2), pages 153-166, April.
- Chan, Wai-Sum & Yang, Hailiang & Zhang, Lianzeng, 2003. "Some results on ruin probabilities in a two-dimensional risk model," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 32(3), pages 345-358, July.
- Carriere, Jacques F., 1997. "Testing independence in bivariate distributions of claim frequencies and severities," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 21(1), pages 81-89, October.
- Genest, Christian & Marceau, Etienne & Mesfioui, Mhamed, 2003. "Compound Poisson approximations for individual models with dependent risks," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 32(1), pages 73-91, February.
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