A Gaussian Exponential Approximation to Some Compound Poisson Distributions
نویسندگان
چکیده
منابع مشابه
A Gaussian Exponential Approximation to Some Compound Poisson Distributions
A three parameter Gaussian exponential approximation to some compound Poisson distributions is considered. It is constructed by specifying the reciprocal of the mean excess function as a linear affine function below some threshold and a positive constant above this threshold. As an analytical approximation to compound Poisson distributions, it is only feasible either for a limited range of the ...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2003
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.33.1.1038