The compound Poisson random variable's approximation to the individual risk model (Q2483948)
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scientific article; zbMATH DE number 2190451
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| English | The compound Poisson random variable's approximation to the individual risk model |
scientific article; zbMATH DE number 2190451 |
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The compound Poisson random variable's approximation to the individual risk model (English)
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1 August 2005
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Compound Poisson approximation
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Individual risk model
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Wasserstein distance
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Comonotonic
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0.9484248
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0.93482375
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0.9220809
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0.90917283
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