ON BERRY-ESSEEN RESULTS FOR THE COMPOUND POISSON-DISTRIBUTION

被引:15
|
作者
MICHEL, R
机构
[1] University of Wuppertal, Wuppertal
来源
INSURANCE MATHEMATICS & ECONOMICS | 1993年 / 13卷 / 01期
关键词
COMPOUND POISSON DISTRIBUTION; BERRY-ESSEEN BOUNDS; APPROXIMATION OF STOP LOSS PREMIUMS;
D O I
10.1016/0167-6687(93)90532-T
中图分类号
F [经济];
学科分类号
02 ;
摘要
We give a short derivation of (uniform and nonuniform) quantitative results on the speed of convergence in the central limit theorem for the compound Poisson distribution.
引用
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页码:35 / 37
页数:3
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