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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...
In this note we give a lnultivariate extension of the proof of Ospina &Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers...
In the present paper we extend a recursive algorithm developed by Vernic (1999) for compound distributions...
In the present discussion we point out the relation of some results inDickson & Waters (1999) to similar results in Sundt (1998a, b)...
In the present paper we generalise Panjer's (1981) recursion for compound distributions to a multivariate situation where each claim event generates a random vector...