The compound Poisson approximation for a portfolio of dependent risks (Q1921988)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:1921988 |
scientific article; zbMATH DE number 923770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The compound Poisson approximation for a portfolio of dependent risks |
scientific article; zbMATH DE number 923770 |
Statements
The compound Poisson approximation for a portfolio of dependent risks (English)
0 references
9 January 1997
0 references
dependent risks
0 references
Chen-Stein method
0 references
aggregate claims distribution
0 references
individual risk theory model
0 references
mutually independent individual risks
0 references
compound Poisson approximation
0 references
0 references
0.9079343676567078
0 references
0.8767565488815308
0 references
