Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Compound Poisson approximations for individual models with dependent risks. (English) Zbl 1055.91050 Insur. Math. Econ. 32, No. 1, 73-91 (2003). MSC: 91B30 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. (English) Zbl 1007.91028 Stat. Probab. Lett. 57, No. 1, 33-41 (2002). Reviewer: Gheorghe Stoica (Saint John) MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI