On error bounds for approximations to multivariate distributions.

DOI10.1016/S0167-6687(00)00042-1zbMATH Open1056.62503MaRDI QIDQ1584592FDOQ1584592

Authors: Bjørn Sundt 

Publication date: 2000

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17) Distribution theory (60E99)

Cites Work

• On a class of approximative computation methods in the individual risk model
• Some results on moments and cumulants
• The multivariate De Pril transform.
• On approximating distributions by approximating their De Pril transforms

Cited In (4)

• Recursions for the individual risk model
• The multivariate De Pril transform.
• Recursive evaluation of aggregate claims distributions.
• Efficient approximations for numbers of survivors in the Lee-Carter model

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