Title: Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Authors: Vernic, Raluca
Dhaene, Jan
Sundt, Bjorn
Issue Date: 3-Feb-2009
Publisher: K.U.Leuven - Faculty of Business and Economics
Series Title: vol:FBE Research Report issue:AFI_0928 pages:1-25
Abstract: In the present paper, we give su¢ cient conditions for an ordering of De Pril approximations of the distribution of the number of claims in an insurance portfolio of independent policies. Possible extensions are discussed, both for the De Pril approximation and the Kornya approximation. A numerical example is given.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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