Bounds of claim distributions in open individual risk models

MaRDI QIDQ5455564zbMATHFDO

Authors Yan Liu, Yinghui Tang

Publication date 4 April 2008

zbMATH Keywords

nonnegative matricesrow sumsPerron rootscolumn sums

Mathematics Subject Classification ID

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

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Cited in

(3)

• EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES
• Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions

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