On Hipp's compound Poisson approximations via concentration functions

Bernoulli

Volumn 11, Issue 3, 2005, Pages 533-557

  Roos, Bero ^a  

^a UNIVERSITY OF HAMBURG   (Germany)

Author keywords

Compound poisson approximation; Concentration functions; Explicit constants; Hipp's method; Individual risk model; Kolmogorov distance; Kornya presman signed measures; Random sums; Stop loss distance; Sums of independent random variables; Upper bounds

Indexed keywords

EID: 32244438413     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1120591188     Document Type: Article

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