Upper bounds for the tail of the compoun
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E.G. Willmot; X. Lin
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Article
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1998
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Elsevier Science
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English
โ 105 KB
A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t