Berry-Esseen bounds for compound-Poisson loss percentiles

DOI10.1080/03461238.2016.1182064zbMath1402.91191OpenAlexW2551003075MaRDI QIDQ4577191

Lin Zhao, Rui'An Xiao, Frank Y. Feng, Michael R. Powers

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2016.1182064

zbMATH Keywords

Berry-Esseen theoremrisk theorypercentile estimationcompound-Poisson sumsreinsurance retention

Mathematics Subject Classification ID

Cites Work

• On the absolute constants in the Berry-Esseen-type inequalities
• The lower asymptotically exact constant in the central limit theorem
• Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
• An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
• Pricing catastrophe risk in life (re)insurance
• Micro-level stochastic loss reserving for general insurance
• On the Asymptotically Exact Constants in the Berry–Esseen–Katz Inequality
• A sharpening of the inequality of Berry-Esseen
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