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On variational bounds in the compound Poisson approximation of the individual risk model

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  • Roos, Bero

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  • Roos, Bero, 2007. "On variational bounds in the compound Poisson approximation of the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 40(3), pages 403-414, May.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:3:p:403-414
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    References listed on IDEAS

    as
    1. Gerber, Hans U., 1984. "Error bounds for the compound poisson approximation," Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 191-194, July.
    2. 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.
    3. Hipp, C., 1985. "Approximation of aggregate claims distributions by compound poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 4(4), pages 227-232, October.
    4. repec:cup:astinb:v:16:y:1986:i:02:p:89-100_00 is not listed on IDEAS
    5. repec:cup:astinb:v:22:y:1992:i:02:p:135-148_00 is not listed on IDEAS
    6. repec:cup:astinb:v:17:y:1987:i:02:p:165-169_00 is not listed on IDEAS
    7. repec:cup:astinb:v:23:y:1993:i:01:p:23-54_00 is not listed on IDEAS
    8. Pitts, Susan M., 2004. "A Functional Approach to Approximations for the Individual Risk Model," ASTIN Bulletin, Cambridge University Press, vol. 34(2), pages 379-397, November.
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    Cited by:

    1. Salazar García, Juan Fernando & Guzmán Aguilar, Diana Sirley & Hoyos Nieto, Daniel Arturo, 2023. "Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia [Modelling of an insurance premium through the application of actuarial methods, failure theory and Black-Sc," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 35(1), pages 330-359, June.
    2. Kruopis, Julius & Čekanavičius, Vydas, 2014. "Compound Poisson approximations for symmetric vectors," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 30-42.

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