The problem of stability in insurance mathematics
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Publication:1105309
DOI10.1016/0167-6687(87)90011-4zbMath0648.62103OpenAlexW1967541487MaRDI QIDQ1105309
Jan Beirlant, Svetlozar T. Rachev
Publication date: 1987
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(87)90011-4
probability metricscompound distributionrisk theorytotal claim amountclaim epochsclaim sizesmodel inputmodel outputstability of the input model
Related Items (6)
Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ The stability of the probability of ruin ⋮ Semi-parametric approach for approximating the ruin probability of classical risk models with large claims ⋮ Continuity inequalities for multidimensional renewal risk models ⋮ Quality of the Approximation of Ruin Probabilities Regarding to Large Claims ⋮ Strong stability in a two-dimensional classical risk model with independent claims
Cites Work
- An ideal metric and the rate of convergence to a self-similar process
- Testing whether survival function is harmonic new better than used in expectation
- Probability Metrics
- The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
- METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
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