Title: Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Authors: Vernic, R ×
Dhaene, Jan
Sundt, B #
Issue Date: 2010
Publisher: Scandinavian University Press
Series Title: Scandinavian Actuarial Journal issue:4 pages:249-267
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.
ISSN: 0346-1238
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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