The problem of stability in insurance mathematics

J. Beirlant, S. T. Rachev

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


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 languageEnglish
Pages (from-to)179-188
Number of pages10
JournalInsurance Mathematics and Economics
Issue number3
StatePublished - Jul 1987


  • Compound distribution
  • Probability metrics
  • Stability


Dive into the research topics of 'The problem of stability in insurance mathematics'. Together they form a unique fingerprint.

Cite this