Abstract
We present bounds for the total variation distance between the distributions of random sums with different random summations indices. The summands are assumed to be nonzero with small probability.
Keywords: Excess of loss reinsurance, finite signed measures, random sums, total variation distance, upper bounds.
Volume
Berlin
Year
2003
Categories
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Colloquium
