This paper proposes a new approximation to the aggregate claims distribution based on the inverse Gaussian (IG) distribution. It is compared to several other approximations in the literature. The IG approximation compares favorably to the well-known gamma approximation. We also propose an IG-gamma m
β¦ LIBER β¦
Approximations to the Distributions of Some Measures of Dispersion Based on Successive Differences
β Scribed by Y. S. Sathe and A. R. Kamat
- Book ID
- 124274474
- Publisher
- Oxford University Press
- Year
- 1957
- Tongue
- English
- Weight
- 849 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2332867
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