On smoothing properties of compound Poisson distributions

DOI10.1007/BF02341490MaRDI QIDQ1925159zbMATH OpenOpenAlexFDO

Authors Vydas Čekanavičius

Publication date 25 August 1997

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02341490

zbMATH Keywords

compound Poissonrandom sum

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 4076175 (Why is no real title available?)
• scientific article; zbMATH DE number 4107859 (Why is no real title available?)
• scientific article; zbMATH DE number 3069526 (Why is no real title available?)
• A compound Poisson convergence theorem
• Approximation of aggregate claims distributions by compound Poisson distributions
• Approximation of mixture of distributions
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Approximation with accompanying distributions and asymptotic expansions. I
• Approximation with accompanying distributions and asymptotic expansions. II
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Error bounds for the compound Poisson approximation
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws
• On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws
• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
• Two Inequalities for Symmetric Processes and Symmetric Distributions

Cited in

(6)

• Compound binomial approximations
• Exponential densities and compound Poisson measures
• Refined total variation bounds in the multivariate and compound Poisson approximation
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• An expansion in the exponent for compound binomial approximations
• Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums

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