Comparison of approximations for compound Poisson processes
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- Approximations for compound Poisson and Pólya processes
- The compound Poisson random variable's approximation to the individual risk model
Cites work
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Cited in
(11)- Approximations for compound Poisson and Pólya processes
- Another choice to the distribution of aggregate claims -- compound Poisson-inverse Gaussian distribution
- Double parameters compound Poisson distribution and its Esscher approximation
- Approximation and estimation of some compound distributions
- On approximations of value at risk and expected shortfall involving kurtosis
- Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes
- Confidence bounds for compound Poisson process
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