On approximating the individual risk model
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Publication:5019729
DOI10.1080/10920277.2007.10597449zbMATH Open1477.91046OpenAlexW1971359023MaRDI QIDQ5019729FDOQ5019729
Authors: Peter S. Kornya 
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597449
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Cites Work
- Title not available (Why is that?)
- Approximation of Binomial Distributions by Infinitely Divisible Ones
- On a class of approximative computation methods in the individual risk model
- Title not available (Why is that?)
- Approximation of aggregate claims distributions by compound Poisson distributions
- Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
- On Hipp's compound Poisson approximations via concentration functions
- Infinitely divisible approximations for discrete nonlattice variables
Cited In (6)
- Comparison of individual risk models
- Title not available (Why is that?)
- Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model
- A Functional Approach to Approximations for the Individual Risk Model
- Berry-Esseen bounds for compound-Poisson loss percentiles
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
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