Approximation of aggregate claims distributions by compound poisson distributions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference7 articles.
1. On the approximation of n-fold convolutions of distributions having non-negative characteristic functions with accompanying laws;Arak;Theory Probab. Appl.,1980
2. An Introduction to Mathematical Risk Theory;Gerber,1979
3. Error bounds for the compound Poisson approximation;Gerber;Insurance: Mathematics and Economics,1984
4. Recursive evaluation of a family of compound distributions;Panjer;Astin Bull.,1981
5. Sums of Independent Random Variables;Petrov,1975
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