The Compound Poisson Approximation for a Portfolio of Dependent Risks

Link
http://www.sciencedirect.com/science/journal/01676687
Abstract
Reinsurance Research - Loss Distributions, Size of
Volume
18:1
Page
81-86
Year
1996
Categories
Financial and Statistical Methods
Aggregation Methods
Financial and Statistical Methods
Loss Distributions
Business Areas
Reinsurance
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
Insurance: Mathematics & Economics
Authors
Jan Dhaene
Marc Jean Goovaerts