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Persistent link: https://www.econbiz.de/10003133313
The new aspect is that neither assumptions on compactness of the inner approximating lattices nor nonsequential continuity properties for the measures will be imposed. As a providing step also a generalization of the classical Portmanteau lemma will be established. The obtained characterizations...
Persistent link: https://www.econbiz.de/10003402325
This paper may be understood as a continuation of Topsøe’s seminal paper ([16]) to characterize, within an abstract setting, compact subsets of finite inner regular measures w.r.t. the weak topology. The new aspect is that neither assumptions on compactness of the inner approximating lattices...
Persistent link: https://www.econbiz.de/10005861236
A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...
Persistent link: https://www.econbiz.de/10003973663
Persistent link: https://www.econbiz.de/10009404714
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