The problem of stability in insurance mathematics

J. Beirlant; S. T. Rachev

doi:10.1016/0167-6687(87)90011-4

The problem of stability in insurance mathematics

J. Beirlant, S. T. Rachev

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	179-188
Number of pages	10
Journal	Insurance Mathematics and Economics
Volume	6
Issue number	3
DOIs	https://doi.org/10.1016/0167-6687(87)90011-4
State	Published - Jul 1987

Keywords

Compound distribution
Probability metrics
Stability

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