Empirical Laplace transform and approximation of compound distributions

DOI10.2307/3214597zbMath0703.62033OpenAlexW4230035933MaRDI QIDQ3482701

Sándor Csörgö, Jozef L. Teugels

Publication date: 1990

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

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3995

zbMATH Keywords

examplesprobability of ruinempirical Laplace transformapproximation of compound distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

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