Empirical Laplace transform and approximation of compound distributions

DOI10.2307/3214597zbMath0703.62033MaRDI QIDQ3482701

Jozef L. Teugels, Sándor Csörgö

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3995

zbMATH Keywords

examples; probability of ruin; empirical Laplace transform; approximation of compound distributions

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

60F05: Central limit and other weak theorems

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