Approximation of sums by compound Poisson distributions with respect to stop-loss distances
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Publication:3354954
DOI10.2307/1427540zbMath0729.62101MaRDI QIDQ3354954
Ludger Rüschendorf, Svetlozar T. Rachev
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427540
Poisson approximation; stop-loss distances; stop-loss premium; risk theory; scale transformations; approximation of sums of independent random variables by compound Poisson distributions
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G50: Sums of independent random variables; random walks
60F99: Limit theorems in probability theory
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