ruin. Compound Poisson processes with regime switching are used to model the surplus and the switching (a continuous …

This paper is concerned with the compound Poisson risk model and two generalized models with still Poisson claim …

The occurrence of rare events can often be well described by a compound Poisson distribution. However, one can only … start modelling the occurrence of rare events after such events have happened, thus a conditional compound Poisson … distribution is more appropriate in applications. In this note, we develop Stein’s method for conditional compound Poisson …

>N</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> is approximated by compound Poisson distribution. Here …