Approximation formulae for compound Poisson processes for a kind of claim distributions having a prescribed asymptotic behavior

DOI10.1016/0096-3003(79)90016-XzbMath0399.60019OpenAlexW2010458425MaRDI QIDQ1254771

P. Van Goethem, Marc J. Goovaerts

Publication date: 1979

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(79)90016-x

zbMATH Keywords

Compound Poisson ProcessEdgeworth-Like Approximation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

On a Berry-Esseen theorem for compound Poisson processes

Cites Work

• On the series expansion of certain types of integral transforms. I
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