On the stop-loss and total variation distances between random sums

DOI10.1016/S0167-7152(01)00067-0zbMath0992.60026WikidataQ126858458 ScholiaQ126858458MaRDI QIDQ5952081

Michel M. Denuit, Sébastien Van Bellegem

Publication date: 16 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random sumsprobability metricsstop-loss distances

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Production models (90B30)

Related Items (4)

Negative dependence and stochastic orderings ⋮ Differential calculus for linear operators represented by finite signed measures and applications ⋮ Approximation by \(B\)-spline convolution operators. A probabilistic approach ⋮ Sharp estimates in signed Poisson approximation of Poisson mixtures

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