A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...

This paper may be understood as a continuation of Topsøe’s seminal paper ([16]) to characterize, within an abstract setting, compact subsets of finite inner regular measures w.r.t. the weak topology. The new aspect is that neither assumptions on compactness of the inner approximating lattices...

A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...