کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077548 | 1477223 | 2007 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On variational bounds in the compound Poisson approximation of the individual risk model
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We present new upper bounds for the total variation distance between the aggregate claims distribution in the individual risk model and a suitable compound Poisson distribution. It turns out that the bounds are generally valid and contain so-called magic factors. Higher-order approximations, including the signed Kornya-Presman measures, are also investigated. In contrast to results of a previous paper by the author, the results do not depend on a joint decomposition of the individual claim amount distributions. Further, we do not need to assume the finiteness of moments.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 40, Issue 3, May 2007, Pages 403-414
Journal: Insurance: Mathematics and Economics - Volume 40, Issue 3, May 2007, Pages 403-414
نویسندگان
Bero Roos,