Compound Poisson approximation to convolutions of compound negative binomial variables
From MaRDI portal
Publication:2513663
DOI10.1007/s11009-013-9352-9zbMath1320.60044OpenAlexW2039974894MaRDI QIDQ2513663
Palaniappan Vellaisamy, N. S. Upadhye
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-013-9352-9
compound Poisson approximationtotal variation distancecompound Poisson distributioncompound negative binomial distributionKerstan's methodmethod of exponents
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Space-fractional versions of the negative binomial and Polya-type processes ⋮ Refined total variation bounds in the multivariate and compound Poisson approximation ⋮ Some results on approximation for distributions of random sums by Poisson distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Compound Poisson approximation via information functionals
- Error bounds for the compound Poisson approximation
- An expansion in the exponent for compound binomial approximations
- Asymptotic expansions in the Poisson limit theorem
- Aspects of risk theory
- An introduction to the theory of point processes
- On compound Poisson approximation for sums of random variables
- On the rate of multivariate Poisson convergence
- Non-life insurance mathematics. An introduction with stochastic processes.
- Kerstan's method for compound Poisson approximation.
- A bound for the distribution of the sum of discrete associated or negatively associated random variables.
- Improvements in the Poisson approximation of mixed Poisson distributions
- CreditRisk\(^+\) in the banking industry.
- Two-parametric compound binomial approximations.
- An approximation theorem for the Poisson binomial distribution
- On the Sums of Compound Negative Binomial and Gamma Random Variables
- Asymptotic Expansions in the Exponent: a Compound Poisson Approach
- Poisson approximation of multivariate Poisson mixtures
- Poisson and compound Poisson approximations for random sums of random variables
- Verallgemeinerung eines Satzes von Prochorow und Le Cam
- A unification of some approaches to Poisson approximation
This page was built for publication: Compound Poisson approximation to convolutions of compound negative binomial variables
