TY - JOUR

T1 - The problem of stability in insurance mathematics

AU - Beirlant, J.

AU - Rachev, S. T.

N1 - Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.

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 -