The compound Poisson approximation for a portfolio of dependent risks

Insurance: Mathematics and Economics

Volumn 18, Issue 1, 1996, Pages 81-85

  Goovaerts, M J ^a,b   Dhaene, J ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Compound Poisson approximation; Dependent risks; Individual model

Indexed keywords

EID: 0030137191     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6687(95)00033-X     Document Type: Article

References (7)

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4. Gerber, H.U. (1984). Error bounds for the compound Poisson approximation. Insurance: Mathematics and Economics 3, 191-194.
5. Kaas, R. And H.U. Gerber (1994). Some alternatives for the individual model. Insurance: Mathematics and Economics 15, 127-132.
6. Michel, R. (1987). An improved error bound for the compound Poisson approximation. ASTIN Bulletin 17, 165-169.
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