Empirical Laplace transform and approximation of compound distributions

DOI10.2307/3214597MaRDI QIDQ3482701zbMATH OpenOpenAlexFDO

Authors Sándor Csörgő, J. L. Teugels

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

empirical Laplace transformprobability of ruinexamplesapproximation of compound distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

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