Title of article
The compound Poisson approximation for a portfolio of dependent risks
Author/Authors
Goovaerts، نويسنده , , M.J. and Dhaene، نويسنده , , J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
5
From page
81
To page
85
Abstract
A 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.
Keywords
Individual model , Dependent risks , Compound Poisson approximation
Journal title
Insurance Mathematics and Economics
Serial Year
1996
Journal title
Insurance Mathematics and Economics
Record number
1541207
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