EMPIRICAL LAPLACE TRANSFORM AND APPROXIMATION OF COMPOUND DISTRIBUTIONS

被引：27

作者：

CSORGO, S ^{[1
]}

TEUGELS, JL ^{[1
]}

机构：

[1] CATHOLIC UNIV LEUVEN,DEPT MATH,B-3030 HEVERLE,BELGIUM

来源：

关键词：

D O I：

10.2307/3214597

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：88 / 101

页数：14

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JENSEN, JL ;

MAEJIMA, M ;

TEUGELS, JL .

[5]

Embrechts P., 1985, ASTIN BULL, V15, P45, DOI [10.2143/AST.15.1.2015033, DOI 10.2143/AST.15.1.2015033]

[6]

Serfling RJ., 1980, APPROXIMATION THEORE, DOI [10.1002/9780470316481, DOI 10.1002/9780470316481]

[7]

Sundt B., 1982, ASTIN BULL, V13, P89, DOI DOI 10.1017/S0515036100004670

[8]

TAKACS L, 1967, COMBINATORIAL METHOD

[9] APPROXIMATION AND ESTIMATION OF SOME COMPOUND DISTRIBUTIONS [J].

TEUGELS, JL .

[10]

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