ON BERRY-ESSEEN RESULTS FOR THE COMPOUND POISSON-DISTRIBUTION

被引：15

作者：

MICHEL, R

机构：

[1] University of Wuppertal, Wuppertal

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1993年 / 13卷 / 01期

关键词：

COMPOUND POISSON DISTRIBUTION; BERRY-ESSEEN BOUNDS; APPROXIMATION OF STOP LOSS PREMIUMS;

D O I：

10.1016/0167-6687(93)90532-T

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We give a short derivation of (uniform and nonuniform) quantitative results on the speed of convergence in the central limit theorem for the compound Poisson distribution.

引用

页码：35 / 37

页数：3

共 45 条

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