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Optimization methods for compound poisson risk processes

✍ Scribed by G. I. Lyubchenko; A. N. Nakonechnyi


Book ID
110658825
Publisher
Springer US
Year
1998
Tongue
English
Weight
799 KB
Volume
34
Category
Article
ISSN
1573-8337

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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