On a Berry-Esseen theorem for compound Poisson processes

DOI10.1016/0771-050X(78)90032-3zbMath0377.60030OpenAlexW1970502407MaRDI QIDQ1246785

P. Van Goethem, Marc J. Goovaerts

Publication date: 1978

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0771-050x(78)90032-3

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic processes (60G99) General considerations in statistical decision theory (62C05)

Cites Work

• Approximation formulae for compound Poisson processes for a kind of claim distributions having a prescribed asymptotic behavior
• On the Estimation of the Rate of Convergence in a Limit Theorem with a Stable Limit Law
• Absolute Estimates of the Rate of Convergence to Stable Laws
• On the Berry-Esseen theorem
• On the convergence of convolutions of distributions with regularly varying tails
• On the limit behaviour of sums of a random number of independent random variables
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