ITEM METADATA RECORD
Title: The compound Poisson approximation for a portfolio of dependent risks
Authors: Dhaene, Jan
Goovaerts, Marc
Issue Date: 1995
Publisher: K.U.Leuven - Departement Toegepaste Economische Wetenschappen
Series Title: DTEW Research Report 9532 pages:1-12
Abstract: A very well known approximation of the aggregate claims distribution in the individual risk theory model with mutually independent individual risks is the compound Poisson approximation. In this paper, we relax the assumption of independency and show that the same compound Poisson approximation will still perform well under certain circumstances.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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