On error bounds for approximations to multivariate distributions.

DOI10.1016/S0167-6687(00)00042-1zbMath1056.62503MaRDI QIDQ1584592

Bjoern Sundt

Publication date: 2000

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17) Distribution theory (60E99)

Related Items (4)

Recursions for the individual risk model ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Efficient approximations for numbers of survivors in the Lee-Carter model ⋮ The multivariate De Pril transform.

Cites Work

• On a class of approximative computation methods in the individual risk model
• The multivariate De Pril transform.
• On approximating distributions by approximating their De Pril transforms
• Some results on moments and cumulants

This page was built for publication: On error bounds for approximations to multivariate distributions.