Comparison of approximations for compound Poisson processes
Year of publication: |
2015
|
---|---|
Authors: | Seri, Raffaello ; Choirat, Christine |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 601-637
|
Subject: | Collective risk theory | compound Poisson process | Edgeworth series | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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