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- W2045136737 abstract "A well-known approximation of the aggregate claims distribution in the individual risk theory model with mutually independent individual risks is the compound Poisson approximation. In this paper, we relax the assumption of independency and show that the same compound Poisson approximation will still perform well under certain circumstances." @default.
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- W2045136737 title "The compound Poisson approximation for a portfolio of dependent risks" @default.
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- W2045136737 doi "https://doi.org/10.1016/0167-6687(95)00033-x" @default.
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