J. Th. Runnenburg
University of Amsterdam
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Featured researches published by J. Th. Runnenburg.
Insurance Mathematics & Economics | 1985
J. Th. Runnenburg; Marc Goovaerts
Abstract In the actuarial literature a lot of attention is given to the approximation of aggregate claims distributions by compound Poisson and Polya distributions and their subsequent numerical evaluation. The present contribution derives bounds for the tail of compound distributions and stop-loss premiums. The bounds are obtained in an elementary manner based on a version of the Chebyshev inequality. The main point of this contribution consists in deriving bounds with explicit dependence on the distribution function itself as well as on some partial moments of it.
Statistica Neerlandica | 1978
J. Th. Runnenburg
Statistica Neerlandica | 1962
J. Th. Runnenburg
Statistica Neerlandica | 1969
J. Th. Runnenburg; Wim Vervaat
Statistica Neerlandica | 1960
Constance van Eeden; J. Th. Runnenburg
Statistica Neerlandica | 1982
J. Th. Runnenburg
Statistica Neerlandica | 1969
J. Th. Runnenburg
Statistica Neerlandica | 1966
J. Th. Runnenburg; Wim Vervaat
Statistica Neerlandica | 1969
L. de Haan; J. Th. Runnenburg
Statistica Neerlandica | 1985
J. Th. Runnenburg