Some alternatives for the individual model

DOI10.1016/0167-6687(94)90788-9zbMath0818.62092OpenAlexW2061326511MaRDI QIDQ1892984

Rob Kaas, Hans U. Gerber

Publication date: 21 August 1995

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90788-9

zbMATH Keywords

approximationsindividual modelcompound binomial modelstop-loss ordercollective compound Poisson modelcompound pseudo-binomial modelnearly homogeneous portfoliototal claims of a risk portfolio

Mathematics Subject Classification ID

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

Related Items (3)

The compound Poisson approximation for a portfolio of dependent risks ⋮ Laplace transform ordering of actuarial quantities. ⋮ On the stop-loss and total variation distances between random sums

Cites Work

• Unnamed Item
• Error bounds for the compound Poisson approximation
• How to (and how not to) compute stop-loss premiums in practice
• Optimal reinsurance in relation to ordering of risks

This page was built for publication: Some alternatives for the individual model