On approximating distributions by approximating their De Pril transforms

DOI10.1080/03461238.1998.10413988zbMath1031.62500MaRDI QIDQ4235011

Jan Dhaene, Bjoern Sundt

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

Mathematics Subject Classification ID

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Recursions for the individual risk model, Recursions for convolutions of discrete uniform distributions revisited, Recursive evaluation of aggregate claims distributions., The multivariate De Pril transform., On error bounds for approximations to multivariate distributions., The concepts of pseudo compound Poisson and partition representations in discrete probability, 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, A generalisation of the De Pril transform, Some results on moments and cumulants

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