On Hipp's compound Poisson approximations via concentration functions (Q2565933)

The author considers the compound Poisson approximation of the distribution of the sum of independent but not necessarily identically distributed random variables. The author refines \textit{C. Hipp}'s approach [Insur. Math. Econ. 4, 227--232 (1985; Zbl 0598.62139) and ASTIN Bull. 16, 89--100 (1986)] to obtain estimates of the Kolmogorov and stop-loss distances. In particular, he provides smaller constants in bounds. Also the author (1) reduces the constant in the bound for concentration functions of compound Poisson distributions given by \textit{L. Le Cam} [``Asymptotic methods in statistical decision theory'' (1986; Zbl 0605.62002)]; and (2) obtains under the assumption that the summands are identically distributed a smaller constant in concentration functions bound for sums of independent random variables due to \textit{H. Kesten} [Math. Scand. 25, 133-144 (1969; Zbl 0218.60035)].