Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number

MaRDI QIDQ3500545zbMATH OpenFDO

Authors Yinghui Tang

Publication date 3 June 2008

zbMATH Keywords

Poisson distributionrisk modelboundclaim amount distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Bounds of claim distributions in open individual risk models
• On variational bounds in the compound Poisson approximation of the individual risk model
• scientific article; zbMATH DE number 232287
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• Eine Verschärfung der Schranke von LeCam zur Poisson-Approximation von Gesamtschadenverteilungen im individuellen Modell

Cited in

(3)

• Bounds of claim distributions in open individual risk models
• On the total claim amount for marked Poisson cluster models
• EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES

This page was built for publication: Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3500545)