On a Berry-Esseen theorem for compound P
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M.J. Goovaerts; P. Van Goethem
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Article
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1978
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Elsevier Science
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English
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The well-known Berry-Esseen theorem concerning the rate of convergence to a stable law for a sum of independent identically distributed (i.i.d.) random variables is adapted to the case of a compound Poisson process, considered in the collective risk theory. As a consequence the rate of convergence o