Berry-Esseen bounds for compound-Poisson loss percentiles

DOI10.1080/03461238.2016.1182064zbMATH Open1402.91191OpenAlexW2551003075MaRDI QIDQ4577191FDOQ4577191

Authors: Frank Y. Feng, Michael R. Powers, Rui'An Xiao, Lin Zhao 

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2016.1182064

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zbMATH Keywords

Berry-Esseen theoremrisk theorypercentile estimationcompound-Poisson sumsreinsurance retention

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
• Title not available (Why is that?)
• An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
• A sharpening of the inequality of Berry-Esseen
• Title not available (Why is that?)
• Title not available (Why is that?)
• Micro-level stochastic loss reserving for general insurance
• On the absolute constants in the Berry-Esseen-type inequalities
• On the asymptotically exact constants in the Berry-Esseen-Katz inequality
• The lower asymptotically exact constant in the central limit theorem
• Pricing catastrophe risk in life (re)insurance

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