Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-22T19:18:57.579Z Has data issue: false hasContentIssue false
  • English
  • Français

Asymptotic Behaviour of Compound Distributions

Published online by Cambridge University Press:  29 August 2014

Paul Embrechts ,
Makoto Maejima  and
Jozef L. Teugels
Paul Embrechts
Affiliation:
Imperial College, London, U.K.
Makoto Maejima
Affiliation:
Keio University, Yokohama, Japan
Jozef L. Teugels
Affiliation:
Departement Wiskunde, KUL, Leuven, Belgium
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

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

Keywords

Compound negative binomial distributionsrenewal theoryasymptotic estimates
Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 15 , Issue 1 , April 1985 , pp. 45 - 48
Copyright
Copyright © International Actuarial Association 1985

References

Embrechts, P., Maejima, M. and Omey, E. (1984) A Renewal Theorem of Blackwell Type. Annals of Probability 12, 561–570.CrossRefGoogle Scholar
Sundt, B. (1982) Asymptotic Behaviour of Compound Distributions and Stop-Loss Premiums. Astin Bulletin 13, 89–98.CrossRefGoogle Scholar
Teugels, J.L. (1985) Selected Topics in Insurance Mathematics. Lecture Notes: Catholic University of Leuven (Belgium), Department of Mathematics, to appear.Google Scholar