Notes on discrete compound Poisson model with applications to risk theory (Q2514632): Difference between revisions

@@ Property / author @@
-Hui-Ming Zhang
@@ Property / author: Hui-Ming Zhang / rank @@
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+Hui-Ming Zhang
@@ Property / author: Hui-Ming Zhang / rank @@
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+CreditRisk+
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+https://doi.org/10.1016/j.insmatheco.2014.09.012
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+W1976702273
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+Q55954007
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@@ Property / cites work @@
+Integer-valued Lévy processes and low latency financial econometrics
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+Decompounding: an estimation problem for Poisson random sums.
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+Recursive formulas for discrete distributions
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+A semigroup approach to Poisson approximation
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+Error bounds for the compound Poisson approximation
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+A new discrete distribution with actuarial applications
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+CreditRisk\(^+\) in the banking industry.
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+Introductory Statistics with Applications in General Insurance
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+Publication:2514632