Error bounds for the compound Poisson approximation

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Cites work

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Cited in

(39)

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

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