Feller-Ross-Approximation für Summenverteilungen

DOI10.1007/BF02809566zbMath0693.62090OpenAlexW2007300594MaRDI QIDQ3468510

Christian Hipp

Publication date: 1990

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809566

zbMATH Keywords

numerical exampleserror boundsapproximations for compound distributionsFeller's approximate inversion of the Laplace transform

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

A note on the convexity of ruin probabilities

Cites Work

• Unnamed Item
• DFR property of first-passage times and its preservation under geometric compounding
• Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
• Approximations in Renewal Theory
• Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
• On the concavity of the waiting-time distribution in some GI/G/1 queues
• Numerische Berechnung von Gesamtschadenverteilungen

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