Error bounds for the compound Poisson approximation

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Cites work

An approximation theorem for the Poisson binomial distribution
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Cited in

(40)

Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law
Bounds on compound distributions and stop-loss premiums
Approximation of aggregate claims distributions by compound Poisson distributions
Asymptotic estimates of insurance tarifs in the individual risk model
Probabilities of large deviations for the \(\chi^2\) approximation
Asymptotic expansions for generalized Poisson measures
Asymptotic estimation of the parameters of multivariate point processes.
On the stability of splitting difference schemes with respect to boundary conditions
Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
Measuring the impact of dependence between claims occurrences.
Compound Poisson approximations for individual models with dependent risks.
Improvements in the Poisson approximation of mixed Poisson distributions
Some alternatives for the individual model
Recursions for the individual model
A uniform approximation to the sampling distribution of the coefficient of variation
The compound Poisson approximation for a portfolio of dependent risks
On smoothing properties of compound Poisson distributions
Compound Poisson approximation
Asymptotics for the sum of three state Markov dependent random variables
The compound Poisson random variable's approximation to the individual risk model
Compound Poisson approximation to convolutions of compound negative binomial variables
Notes on discrete compound Poisson model with applications to risk theory
Pricing catastrophe options in discrete operational time
Approximation of a sample by a Poisson point process
The least upper bound on the Poisson-negative binomial relative error
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On approximating distributions by approximating their De Pril transforms
Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
Uniform error bounds for a continuous approximation of non-negative random variables
Berry-Esseen bounds for compound-Poisson loss percentiles
S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
On approximating the individual risk model
Sharp constants in the Poisson approximation
On the stop-loss and total variation distances between random sums
Compound Poisson and signed compound Poisson approximations to the Markov binomial law
Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
Recursions for the individual risk model
On variational bounds in the compound Poisson approximation of the individual risk model

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