A Gaussian Exponential Approximation to Some Compound Poisson Distributions (Q4661672)
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scientific article; zbMATH DE number 2149133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian Exponential Approximation to Some Compound Poisson Distributions |
scientific article; zbMATH DE number 2149133 |
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A Gaussian Exponential Approximation to Some Compound Poisson Distributions (English)
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30 March 2005
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compound Poisson distribution
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Gauss density
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exponential density
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mean excess function
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stop-loss transform
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analytical approximation
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threshold parameter
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