The compound Poisson random variable's approximation to the individual risk model

DOI10.1016/J.INSMATHECO.2004.10.003MaRDI QIDQ2483948zbMATH OpenOpenAlexFDO

Authors Zhenyong Zhang, Jingping Yang, Shulin Zhou

Publication date 1 August 2005

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2004.10.003

zbMATH Keywords

Wasserstein distanceCompound Poisson approximationIndividual risk modelComonotonic

Mathematics Subject Classification ID

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Cites work

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• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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• Approximation of aggregate claims distributions by compound Poisson distributions
• Axiomatic characterization of insurance prices
• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Error bounds for the compound Poisson approximation

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• The compound Poisson risk model with multiple thresholds
• Comparison of approximations for compound Poisson processes
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• CONVERGENCE RATES IN APPROXIMATING A COMPOUND DISTRIBUTION
• On variational bounds in the compound Poisson approximation of the individual risk model
• Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
• scientific article; zbMATH DE number 2169691 (Why is no real title available?)
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