Bounds of claim distributions in open individual risk models
From MaRDI portal
Publication:5455564
zbMATH Open1174.62557MaRDI QIDQ5455564FDOQ5455564
Authors: Yan Liu, Yinghui Tang 
Publication date: 4 April 2008
Recommendations
- Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number
- scientific article; zbMATH DE number 232287
- Refinements and distributional generalizations of Lundberg's inequality
- Eine Verschärfung der Schranke von LeCam zur Poisson-Approximation von Gesamtschadenverteilungen im individuellen Modell
- Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
Cited In (3)
- EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions
- Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number
This page was built for publication: Bounds of claim distributions in open individual risk models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5455564)
