On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions

ASTIN Bulletin

Volumn 26, Issue 2, 1996, Pages 225-231

  Sundt, Bjørn ^a   Dhaene, Jan ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011437051     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.2.563221     Document Type: Article

References (4)

1. De Pril, N. & Dhaene, J. (1992). Error bounds for compound Poisson approximations to the individual risk model. ASTIN Bulletin. 22, 135–148.
2. Dhaene, J. & Sundt, B. (1996). On error bounds for approximations to aggregate claims distributions. Submitted for publication in ASTIN Bulletin.
3. Goovaerts, M.J., Kaas, R., Van Heerwaarden, A.E., & Bauwelinckx, T. (1990). Effective Actuarial Methods. North-Holland, Amsterdam.
4. Sundt, B. (1991). On approximating aggregate claims distributions and stop-loss premiums by truncation. Insurance: Mathematics and Economics. 10, 133–136.