Mixed Poisson approximation in the collective epidemic model
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- Denuit, Michel & Lefevre, Claude & Utev, Sergey, 2002. "Measuring the impact of dependence between claims occurrences," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 1-19, February.
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KeywordsCollective epidemic model Final susceptible state Generalized epidemic model Mixed Poisson approximation Infinitely divisible distribution Branching process Stochastic convex order Weak convergence of products of i.i.d. r.v.'s;
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