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On error bounds for approximations to multivariate distributions

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  • Sundt, Bjorn

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  • Sundt, Bjorn, 2000. "On error bounds for approximations to multivariate distributions," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 137-144, August.
    • Handle: RePEc:eee:insuma:v:27:y:2000:i:1:p:137-144
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    References listed on IDEAS

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    1. Sundt, Bjorn, 2000. "The multivariate De Pril transform," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 123-136, August.
    2. Sundt, Bjørn, 1999. "Discussion on D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 311-314, November.
    3. Sundt, Bjørn, 1999. "On Multivariate Panjer Recursions," ASTIN Bulletin, Cambridge University Press, vol. 29(1), pages 29-45, May.
    4. Dhaene, Jan & Sundt, Bjørn & De Pril, Nelson, 1996. "Some Moment Relations for the Hipp approximation," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 117-121, May.
    5. Dhaene, Jan & Sundt, Bjørn, 1997. "On Error Bounds for Approximations to Aggregate Claims Distributions," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 243-262, November.
    6. De Pril, Nelson, 1989. "The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims," ASTIN Bulletin, Cambridge University Press, vol. 19(1), pages 9-24, April.
    7. Dhaene, Jan & Pril, Nelson De, 1994. "On a class of approximative computation methods in the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 181-196, May.
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    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Sundt, Bjorn, 2000. "The multivariate De Pril transform," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 123-136, August.
    3. Gbari, Samuel & Denuit, Michel, 2014. "Efficient approximations for numbers of survivors in the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 71-77.

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