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Document Details : Title: Improved Error Bounds for Bertram's Method Author(s): SUNDT, Bjørn Journal: ASTIN Bulletin Volume: 23 Issue: 2 Date: November 1993 Pages: 301-303 DOI: 10.2143/AST.23.2.2005097 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. |
