In this paper, we develop a performance efficiency value by using data envelopment analysis (DEA) to integrate five perspectives of CAMEL (Capital Adequacy, Asset Quality, Management, Earnings, Liquidity), which is used by the Federal Deposit Insurance Corporation to evaluate banking...

For a sequence of independent integer-valued random variables {Xni}, we give a direct proof of the convergence of the distribution of Sn=Xn1+...+Xnn to a compound Poisson distribution with discrete compounding distribution. In our proof, we trace the change in the asymptotical behavior of Sn...

We present two methods of constructing multivariate compound distributions and investigate the corresponding infinitely divisible and compound Poisson distributions. We then show that the multivariate compound Poisson distributions can be derived as the limiting distributions of the sums of...