On Approximating the Individual Risk Model

DOI10.1080/10920277.2007.10597449zbMath1477.91046OpenAlexW1971359023MaRDI QIDQ5019729

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

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Approximation of aggregate claims distributions by compound Poisson distributions
• On a class of approximative computation methods in the individual risk model
• Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
• On Hipp's compound Poisson approximations via concentration functions
• Approximation of Binomial Distributions by Infinitely Divisible Ones
• Infinitely divisible approximations for discrete nonlattice variables

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