In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upward jumps are also allowed to represent the random gains. Assuming that the density function of the upward jumps has a ra
✦ LIBER ✦
The compound Poisson random variable’s approximation to the individual risk model
✍ Scribed by Jingping Yang; Shulin Zhou; Zhenyong Zhang
- Book ID
- 108153045
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 176 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-6687
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