Feller-Ross-Approximation für Summenverteilungen
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Publication:3468510
DOI10.1007/BF02809566zbMath0693.62090MaRDI QIDQ3468510
Publication date: 1990
Published in: Blätter der DGVFM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02809566
numerical examples; error bounds; approximations for compound distributions; Feller's approximate inversion of the Laplace transform
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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