Results 211 to 220 of about 30,725 (253)

Compound Poisson approximation

open access: yesProbability Surveys, 2022
Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. In this paper, results on the topic of compound approximation to the distribution of a sum of (possibly dependent) random variables are reviewed, and a number of open problems and directions of future research are indicated.
V Cekanavicius, S Y Novak
exaly   +3 more sources

Compound Poisson Approximation via Information Functionals

open access: yesElectronic Journal of Probability, 2010
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of independent integer-valued random variables $Y_i$.
A D Barbour   +2 more
exaly   +6 more sources

Compound Poisson approximation in reliability theory

open access: yesIEEE Transactions on Reliability, 1995
The use of the compound Poisson local formulation of Stein's method to obtain reliability bounds is discussed. In the context of the consecutive-k-out-of-n model, the approximations obtained are comparable with the best known for the system, which rely heavily on its special structure.
A D Barbour
exaly   +3 more sources

The compound Poisson approximation for a portfolio of dependent risks [PDF]

open access: yesInsurance: Mathematics and Economics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M J Goovaerts, Jan Dhaene
exaly   +4 more sources
Some of the next articles are maybe not open access.

Error bounds for the compound poisson approximation

Insurance: Mathematics and Economics, 1984
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hans U Gerber
exaly   +3 more sources

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