In the present paper, we study error bounds for approximations to multivariate distributions. In particular, we discuss some general versions of compound multivariate distributions and look at distributions of dependent random variables constructed by linear transforms of independent random...

In this note we give a lnultivariate extension of the proof of Ospina &Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers...

In the present paper we extend a recursive algorithm developed by Vernic (1999) for compound distributions...

In the present discussion we point out the relation of some results inDickson & Waters (1999) to similar results in Sundt (1998a, b)...

In the present paper we generalise Panjer's (1981) recursion for compound distributions to a multivariate situation where each claim event generates a random vector...

We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution...

Algorithms for the calculation of the distribution of the aggregate claimsfrom a life insurance portfolio have been derived by Kornya (1983), Hipp(1986) and De Pril (1986 and 1989)...