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Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings

Daly, Fraser - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 471-487

Persistent link: https://www.econbiz.de/10013370710

Edgeworth Expansions for Multivariate Random Sums

Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2020

Edgeworth expansions. We derive a general formula for the fourth-order cumulants of the random sum of independent and …

Persistent link: https://www.econbiz.de/10012654463

Saddle Point Approximation to Cumulative Distribution Function for Damage Process

AL MUTAIRI ALYA O.; LOW, HENG CHIN - In: Journal of Asian Scientific Research 3 (2013) 5, pp. 485-492

The random sum distribution plays a key role in the application of statistics, in addition, it can be used with … distribution function (CDF) for damage process in discrete form. Furthermore, it shows approximations to random sum variable with …

Persistent link: https://www.econbiz.de/10010666551