caa a22 4500 386332703 CHVBK 20180307111720.0 cr unu---uuuuu 161130e198904 xx s 000 0 eng 10.2143/AST.19.1.2014913 doi S0515036100008333 pii (NATIONALLICENCE)cambridge-10.2143/AST.19.1.2014913 De Pril Nelson Institute of Actuarial Science, K.U.Leuven, Belgium The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims [Elektronische Daten] [Nelson De Pril] In an earlier paper the author derived a recursion formula which permits the exact computation of the aggregate claims distribution in the individual life model. To save computing time he also proposed an approximative procedure based on the exact recursion. In the present contribution the exact recursion formula and the related approximations are generalized to the individual risk theory model with arbitrary positive claims. Error bounds for the approximations are given and it is shown that they are smaller than those of the Kornya-type approximations. Copyright © International Actuarial Association 1989 Individual model nationallicence recursion formula nationallicence aggregate claims distribution nationallicence error bound nationallicence ASTIN Bulletin Cambridge University Press 19/1(1989-04), 9-24 0515-0361 19:1<9 1989 19 ASB https://doi.org/10.2143/AST.19.1.2014913 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.19.1.2014913 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- De Pril Nelson Institute of Actuarial Science, K.U.Leuven, Belgium NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 19/1(1989-04), 9-24 0515-0361 19:1<9 1989 19 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge