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On Ruin Problems for a Compound Poisson Process

✍ Scribed by Korolyuk, V. S.


Book ID
118225715
Publisher
Society for Industrial and Applied Mathematics
Year
1976
Tongue
English
Weight
268 KB
Volume
20
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


On a Berry-Esseen theorem for compound P
✍ M.J. Goovaerts; P. Van Goethem πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 503 KB

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