On a class of approximative computation methods in the individual risk model
type: Item
instance of: scholarly article
title: On a class of approximative computation methods in the individual risk model
zbMATH Open document ID: 0805.62095
DOI: 10.1016/0167-6687(94)00011-5
author: Nelson De Pril
author: J. Dhaene
published in: Insurance Mathematics \& Economics
publication date: 1995-01-25T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/118615
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 639408
zbMATH Keywords: individual risk model
zbMATH Keywords: recursive methods
zbMATH Keywords: aggregate claims distribution
zbMATH Keywords: stop-loss premiums
zbMATH Keywords: approximation methods
zbMATH Keywords: new theoretical error bounds
MaRDI profile type: Publication
OpenAlex ID: W1967705808
cites work: Improved approximations for the aggregate claims distribution of a life insurance portfolio
cites work: Q3998984
description: scientific article; zbMATH DE number 639408