On the stop-loss and total variation distances between random sums

DOI10.1016/S0167-7152(01)00067-0zbMath0992.60026WikidataQ126858458 ScholiaQ126858458MaRDI QIDQ5952081

Sébastien Van Bellegem, Michel M. Denuit

Publication date: 16 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random sums; probability metrics; stop-loss distances

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G50: Sums of independent random variables; random walks

90B30: Production models

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