Denuit, Michel; Van Bellegem, Sébastien - In: Statistics & Probability Letters 53 (2001) 2, pp. 153-165
The purpose of this work is to provide upper bounds on the stop-loss and total variation distances between random sums. The main theoretical argument consists in defining discrete analogs of the classical ideal metrics considered by Rachev and Rüschendorf (Adv. Appl. Probab. 22 (1990) 350). An...