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 | |
| State | Published - Jul 1987 |
Keywords
- Compound distribution
- Probability metrics
- Stability
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Cite this
Beirlant, J., & Rachev, S. T. (1987). The problem of stability in insurance mathematics. Insurance Mathematics and Economics, 6(3), 179-188. https://doi.org/10.1016/0167-6687(87)90011-4