The compound Poisson approximation for a portfolio of dependent risks (Q1921988)

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scientific article; zbMATH DE number 923770
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The compound Poisson approximation for a portfolio of dependent risks
scientific article; zbMATH DE number 923770

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    The compound Poisson approximation for a portfolio of dependent risks (English)
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    9 January 1997
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    dependent risks
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    Chen-Stein method
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    aggregate claims distribution
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    individual risk theory model
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    mutually independent individual risks
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    compound Poisson approximation
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