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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Berry-Esseen bounds for compound-Poisson loss percentiles
期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2017, 期号: 6, 页码: 519-534
Authors:
Feng, Frank Y.
;
Powers, Michael R.
;
Xiao, Rui'an
;
Zhao, Lin
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Submit date：2018/07/30
Berry-Esseen theorem
compound-Poisson sums
percentile estimation
risk theory
reinsurance retention
