A Gaussian Exponential Approximation to Some Compound Poisson Distributions (Q4661672)

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scientific article; zbMATH DE number 2149133
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    A Gaussian Exponential Approximation to Some Compound Poisson Distributions
    scientific article; zbMATH DE number 2149133

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      A Gaussian Exponential Approximation to Some Compound Poisson Distributions (English)
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      30 March 2005
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      compound Poisson distribution
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      Gauss density
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      exponential density
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      mean excess function
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      stop-loss transform
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      analytical approximation
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      threshold parameter
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