Asymptotic Behaviour of Compound Distributions

Link
https://www.casact.org/sites/default/files/database/astin_vol15no1_45.pdf
Abstract
We improve on some results of Sundt (1982) on the asymptotic behavior of compound negative binomial distributions.

Keywords: Compound negative binomial distributions, renewal theory, asymptotic estimates.

Volume
15:1
Page
45-48
Year
1985
Categories
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin
Authors
Makoto Maejima
Jozef Teugels
Paul Embrechts