Berry-Esseen bounds for compound-Poisson loss percentiles-Reference-Cited by-同舟云学术

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Berry-Esseen bounds for compound-Poisson loss percentiles

Published:2016-06-02 Issue:6 Volume:2017 Page:519-534
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Feng Frank Y.¹,Powers Michael R.²,Xiao Rui’an³,Zhao Lin⁴

Affiliation:

1. China Center for Insurance and Risk Management, School of Economics and Management, Tsinghua University, Beijing, China.

2. Department of Finance, School of Economics and Management, and Schwarzman Scholars Program, Tsinghua University, Beijing, China.

3. Graduate School of Arts and Science, New York University, New York, USA.

4. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2016.1182064

Reference13 articles.

1. Micro-level stochastic loss reserving for general insurance

2. The accuracy of the Gaussian approximation to the sum of independent variates

3. A moment inequality with an application to the central limit theorem

4. Pricing catastrophe risk in life (re)insurance

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