On Error Bounds for Approximations to Multivariate Distributions II

In the present paper, we study error bounds for approximations to multivariate distributions. In particular, we discuss some general versions of compound multivariate distributions and look at distributions of dependent random variables constructed by linear transforms of independent random variables or vectors...

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Year of publication:	2002-05-01
Authors:	Sundt, Bjørn ; Vernic, Raluca
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 57-69
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft

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Extent:	547840 bytes 13 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847068