Comparison of approximations for compound Poisson processes
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Publication:4563751
DOI10.1017/ASB.2015.7zbMATH Open1390.62021OpenAlexW2415231686MaRDI QIDQ4563751FDOQ4563751
Authors: Raffaello Seri, Christine Choirat 
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2015.7
Recommendations
- Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung
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- The compound Poisson random variable's approximation to the individual risk model
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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Cited In (10)
- Another choice to the distribution of aggregate claims -- compound Poisson-inverse Gaussian distribution
- Double parameters compound Poisson distribution and its Esscher approximation
- Approximation and estimation of some compound distributions
- On approximations of value at risk and expected shortfall involving kurtosis
- Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung
- Confidence bounds for compound Poisson process
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes
- Eine Verschärfung der Schranke von LeCam zur Poisson-Approximation von Gesamtschadenverteilungen im individuellen Modell
- Title not available (Why is that?)
- Approximations for compound Poisson and Pólya processes
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