COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES

DOI10.1017/asb.2015.7zbMath1390.62021OpenAlexW2415231686MaRDI QIDQ4563751

Raffaello Seri, Christine Choirat

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2015.7

zbMATH Keywords

Edgeworth seriescompound Poisson processcollective risk theory

Mathematics Subject Classification ID

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

Related Items (1)

On approximations of value at risk and expected shortfall involving kurtosis

Uses Software

• DLMF

Cites Work

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