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Asymptotic Behaviour of Compound Distributions

Author

Listed:
  • Embrechts, Paul
  • Maejima, Makoto
  • Teugels, Jozef L.

Abstract

We improve on some results of Sundt (1982) on the asymptotic behaviour of compound negative binomial distributions.

Suggested Citation

  • Embrechts, Paul & Maejima, Makoto & Teugels, Jozef L., 1985. "Asymptotic Behaviour of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 15(1), pages 45-48, April.
    • Handle: RePEc:cup:astinb:v:15:y:1985:i:01:p:45-48_00
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    Cited by:

    1. Christian Genest & Johanna G. Nešlehová, 2020. "A Conversation With Paul Embrechts," International Statistical Review, International Statistical Institute, vol. 88(3), pages 521-547, December.
    2. S. Pitts, 1994. "Nonparametric estimation of compound distributions with applications in insurance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 537-555, September.
    3. Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.
    4. Harri Nyrhinen, 2015. "On real growth and run-off companies in insurance ruin theory," Papers 1511.01763, arXiv.org.
    5. Stathis Chadjiconstantinidis & Serkan Eryilmaz, 2022. "Reliability Assessment for Censored $${\boldsymbol{\delta}}$$ δ -Shock Models," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 3141-3173, December.

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