Asymptotics of conditional moments of the summand in Poisson compounds

DOI10.1239/jap/1318940456zbMath1282.60018OpenAlexW2090014494MaRDI QIDQ3094474

Agata Tomanek, Tomasz Rolski

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1318940456

zbMATH Keywords

compound Poissonconditional expectationloss reserving

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

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