Approximation of aggregate claims distributions by compound poisson distributions |
| |
| Authors: | C. Hipp |
| |
| Affiliation: | Mathematical Institute, University of Cologne, D-5000 Köln 41, Federal Republic of Germany |
| |
| Abstract: | New error bounds are derived for the approximation of aggregate claims distributions by compound Poisson distributions. These approximations can be recommended in most cases in which the normal approximation fails. |
| |
| Keywords: | Error bounds Compound Poisson distributions Aggregate claims distributions |
| 本文献已被 ScienceDirect 等数据库收录！ |
