On approximating distributions by approximating their De Pril transforms
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Publication:4235011
DOI10.1080/03461238.1998.10413988zbMath1031.62500OpenAlexW2111172651MaRDI QIDQ4235011
Publication date: 25 March 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/118610
Related Items (10)
Recursions for the individual risk model ⋮ The concepts of pseudo compound Poisson and partition representations in discrete probability ⋮ Recursive evaluation of aggregate claims distributions. ⋮ A new method for evaluating the distribution of aggregate claims ⋮ Inequalities for the De Pril approximation to the distribution of the number of policies with claims ⋮ Recursions for convolutions of discrete uniform distributions revisited ⋮ The multivariate De Pril transform. ⋮ On error bounds for approximations to multivariate distributions. ⋮ A generalisation of the De Pril transform ⋮ Some results on moments and cumulants
Cites Work
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- On a class of approximative computation methods in the individual risk model
- A note on compound generalized distributions
- Some interrelations among compound and generalized distributions
- On a family of counting distributions and recursions for related compound distributions
- A generalisation of the De Pril transform
- Some results on moments and cumulants
- A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts
- Infinite Divisibility of Integer-Valued Random Variables
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