Open AccessInequalities for the De Pril Approximation to the Distribution of the Number of Policies with Claims
Author(s) -
Raluca Vernic,
Jan Dhaene,
Bjørn Sundt
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1393713
Subject(s) - inequality , mathematics , distribution (mathematics) , mathematical economics , economics , econometrics , mathematical analysis
In the present paper, we give sufficient 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.
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