Comparison of approximations for compound Poisson processes
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Publication:4563751
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Cites work
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Cited in
(11)- scientific article; zbMATH DE number 5055399 (Why is no real title available?)
- Another choice to the distribution of aggregate claims -- compound Poisson-inverse Gaussian distribution
- On moment based density approximations for aggregate losses
- Approximation and estimation of some compound distributions
- 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
- Approximations for compound Poisson and Pólya processes
- Double parameters compound Poisson distribution and its Esscher approximation
- Confidence bounds for compound Poisson process
- Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung
- On approximations of value at risk and expected shortfall involving kurtosis
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