TY - JOUR
T1 - The problem of stability in insurance mathematics
AU - Beirlant, J.
AU - Rachev, S. T.
PY - 1987/7
Y1 - 1987/7
N2 - Any well-defined portfolio in insurance mathematics can be separated into input elements (e.g., claimepochs, claimsizes) and output elements (e.g., total claim amount). In the context of probability metrics, the general question of stability of the input model, and its throughput towards the output elements is raised.
AB - Any well-defined portfolio in insurance mathematics can be separated into input elements (e.g., claimepochs, claimsizes) and output elements (e.g., total claim amount). In the context of probability metrics, the general question of stability of the input model, and its throughput towards the output elements is raised.
KW - Compound distribution
KW - Probability metrics
KW - Stability
UR - http://www.scopus.com/inward/record.url?scp=45949120849&partnerID=8YFLogxK
U2 - 10.1016/0167-6687(87)90011-4
DO - 10.1016/0167-6687(87)90011-4
M3 - Article
AN - SCOPUS:45949120849
VL - 6
SP - 179
EP - 188
JO - Insurance Mathematics and Economics
JF - Insurance Mathematics and Economics
SN - 0167-6687
IS - 3
ER -