Approximation of sums by compound Poisson distributions with respect to stop-loss distances

DOI10.2307/1427540zbMath0729.62101OpenAlexW4248468183MaRDI QIDQ3354954

Ludger Rüschendorf, Svetlozar T. Rachev

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/1427540

zbMATH Keywords

Poisson approximationstop-loss distancesstop-loss premiumrisk theoryscale transformationsapproximation of sums of independent random variables by compound Poisson distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

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