The compound Poisson approximation for a portfolio of dependent risks (Q1921988)
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scientific article; zbMATH DE number 923770
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| English | The compound Poisson approximation for a portfolio of dependent risks |
scientific article; zbMATH DE number 923770 |
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The compound Poisson approximation for a portfolio of dependent risks (English)
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9 January 1997
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dependent risks
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Chen-Stein method
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aggregate claims distribution
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individual risk theory model
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mutually independent individual risks
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compound Poisson approximation
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0.9079343676567078
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0.8767565488815308
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