On variational bounds in the compound Poisson approximation of the individual risk model
type: Item
instance of: scholarly article
title: On variational bounds in the compound Poisson approximation of the individual risk model
zbMATH Open document ID: 1183.91075
author: B. Roos
published in: Insurance Mathematics \& Economics
publication date: 2007-05-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 5156663
zbMATH Keywords: compound Poisson approximation
zbMATH Keywords: individual risk model
zbMATH Keywords: signed Kornya-Presman measures
zbMATH Keywords: magic factors
zbMATH Keywords: total variation distance
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.06.003
OpenAlex ID: W2144940752
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DOI: 10.1016/J.INSMATHECO.2006.06.003
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description: scientific article; zbMATH DE number 5156663