Some Moment Relations for the Hipp approximation

ASTIN Bulletin

Volumn 26, Issue 1, 1996, Pages 117-121

  Dhaene, Jan ^a   Sundt, Bjørn ^b   de Pril, Nelson ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF BERGEN   (Norway)

Author keywords

Hipp approximation; moments

Indexed keywords

EID: 85011436984     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.1.563237     Document Type: Article

References (4)

1. De Pril, N. (1989). The aggregate claims distribution in the individual model with arbitrary positive claims. ASTIN Bulletin, 19, 9–24.
2. Dhaene, J. & De Pril, N. (1994). On a class of approximative computation methods in the individual model. Insurance: Mathematics and Economics, 14, 181–196.
3. Hipp, C. (1986). Improved approximations for the aggregate claims distribution in the individual model. ASTIN Bulletin. 16, 89–100.
4. Hipp, C. & Michel, R. (1990). Risikotheorie: Stochastische Modelle und Statistische Methoden. Verlag Versicherungswirtschaft e.V., Karlruhe.