Error bounds for the compound poisson approximation |
| |
Authors: | Hans U. Gerber |
| |
Abstract: | Explicit error bounds in terms of probabilities and stop-loss premiums are given for two kinds of compound Poisson approximations: the first concerns the difference between the individual and the collective model; the second is about the difference of the compound negative binomial and the compound Poisson distribution. |
| |
Keywords: | Compound Poisson Compound negative binomial Stop-loss premium Individual model Collective model |
本文献已被 ScienceDirect 等数据库收录! |