Inequalities for the De Pril approximation to the distribution of the number of policies with claims

DOI10.1080/03461230903160470zbMath1226.91031OpenAlexW3122943666MaRDI QIDQ3103208

Jan Dhaene, Raluca Vernic, Bjoern Sundt

Publication date: 26 November 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/220846

zbMATH Keywords

inequalitiesapproximationindividual model

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• On a family of aggregate claims distributions
• Recursions for the individual risk model
• On a class of approximative computation methods in the individual risk model
• On the dependency of risks in the individual life model
• Recursive evaluation of aggregate claims distributions.
• Recursions for Convolutions and Compound Distributions with Insurance Applications
• Improved approximations for the aggregate claims distribution of a life insurance portfolio
• On approximating distributions by approximating their De Pril transforms
• Recursions for Distribution Functions and Stop-Loss Transforms

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