Inequalities for the De Pril Approximation to the Distribution of the Number of Policies with Claims

Raluca Vernic, Jan Dhaene, Bjorn Sundt
2009 Social Science Research Network  
In the present paper, we give su¢ cient conditions for an ordering of De Pril approximations of the distribution of the number of claims in an insurance portfolio of independent policies. Possible extensions are discussed, both for the De Pril approximation and the Kornya approximation. A numerical example is given.
doi:10.2139/ssrn.1393713 fatcat:eycb6cuoffemni6kzuseiwxmq4