On variational bounds in the compound Poisson approximation of the individual risk model
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Publication:882462
DOI10.1016/j.insmatheco.2006.06.003zbMath1183.91075OpenAlexW2144940752MaRDI QIDQ882462
Publication date: 23 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.06.003
compound Poisson approximationindividual risk modeltotal variation distancemagic factorssigned Kornya-Presman measures
Related Items (6)
Compound Poisson approximation ⋮ Approximation of symmetric three-state Markov chain by compound Poisson law ⋮ Compound Poisson approximations for symmetric vectors ⋮ A Charlier-Parseval approach to Poisson approximation and its applications ⋮ Refined total variation bounds in the multivariate and compound Poisson approximation ⋮ Asymptotics for the sum of three state Markov dependent random variables
Cites Work
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- A Functional Approach to Approximations for the Individual Risk Model
- Verallgemeinerung eines Satzes von Prochorow und Le Cam
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