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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
Favorite  |  View/Download:144/0  |  Submit date:2018/07/30
Berry-Esseen theorem  compound-Poisson sums  percentile estimation  risk theory  reinsurance retention