Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
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Publication:2739859
DOI10.1080/034612300750066818zbMath0971.91037MaRDI QIDQ2739859
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Publication date: 16 September 2001
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/034612300750066818
stop-loss premium; adjustment coefficient; compound Poisson distribution; tail distribution; compound negative binomial distribution
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