In two papers: Dhaene et al. (2002). Insurance: Mathematics and Economics 31, pp.3-33 and pp. 133-161, the approximation for sums of random variables (rv’s) was derived for the case where the distribution of the components ...

For any nonlinear regression function, it is shown that the orthogonal regression procedure delivers an inconsistent estimator. A new technical approach to the proof of inconsistency based on the implicit-function theorem ...

A premium principle is an economic decision rule used by the insurer in order to determine the amount of the net premium for each risk in his portfolio. In this paper we investigate the problem how to determine the premium ...