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Improved Error Bounds for Bertram's Method
Published online by Cambridge University Press: 29 August 2014
Abstract
In an earlier note the present author deduced bounds for the approximation error of stop loss premiums when the aggregate claims distribution is calculated by a method introduced by Bertram. From the error bounds of the stop loss premiums we deduced bounds for the approximation error of the cumulative distribution and the discrete density of the aggregate claims. In the present note we shall improve the bounds for the cumulative distribution and the discrete density.
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- Copyright © International Actuarial Association 1993
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