Approximation and estimation of some compound distributions

DOI10.1016/0167-6687(85)90010-1zbMath0583.62091OpenAlexW2086208690MaRDI QIDQ1069255

Jozef L. Teugels

Publication date: 1985

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90010-1

zbMATH Keywords

estimationapproximationssubexponential distributioncompound Poisson modelclaim processestotal claim amountapplications to premium calculation principlesPascal casePoisson case

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Ruin estimates under interest force ⋮ Approximations for stop-loss premiums ⋮ Bounds on compound distributions and stop-loss premiums

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A renewal theorem of Blackwell type
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• Second order behaviour of the tail of a subordinated probability distribution
• On convolution tails
• Harmonic renewal measures
• Subexponentiality and infinite divisibility
• Regular variation of the tail of a subordinated probability distribution
• What is the Laplace Transform?

This page was built for publication: Approximation and estimation of some compound distributions