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

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  • Yang, Jingping
  • Zhou, Shulin
  • Zhang, Zhenyong

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  • Yang, Jingping & Zhou, Shulin & Zhang, Zhenyong, 2005. "The compound Poisson random variable's approximation to the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 36(1), pages 57-77, February.
    • Handle: RePEc:eee:insuma:v:36:y:2005:i:1:p:57-77
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    References listed on IDEAS

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    1. Hipp, Christian, 1986. "Improved Approximations for the Aggregate Claims Distribution in the Individual Model," ASTIN Bulletin, Cambridge University Press, vol. 16(2), pages 89-100, November.
    2. Kaas, R. & van Heerwaarden, A. E. & Goovaerts, M. J., 1988. "Between Individual and Collective Model for the Total Claims," ASTIN Bulletin, Cambridge University Press, vol. 18(2), pages 169-174, November.
    3. Kuon, S. & Radtke, M. & Reich, A., 1993. "An Appropriate Way to Switch from the Individual Risk Model to the Collective One," ASTIN Bulletin, Cambridge University Press, vol. 23(1), pages 23-54, May.
    4. Hipp, C., 1985. "Approximation of aggregate claims distributions by compound poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 4(4), pages 227-232, October.
    5. Michel, R., 1987. "An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 17(2), pages 165-169, November.
    6. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    7. Gerber, Hans U., 1984. "Error bounds for the compound poisson approximation," Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 191-194, July.
    8. Dhaene, Jan & Sundt, Bjørn, 1997. "On Error Bounds for Approximations to Aggregate Claims Distributions," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 243-262, November.
    9. Bühlmann, H. & Gagliardi, B. & Gerber, H. U. & Straub, E., 1977. "Some Inequalities for Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 75-83, January.
    10. De Pril, Nelson & Dhaene, Jan, 1992. "Error Bounds for Compound Poisson Approximations of the Individual Risk Model," ASTIN Bulletin, Cambridge University Press, vol. 22(2), pages 135-148, November.
    11. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
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