Approximation of Sums by Compound Poisson Distributions with Respect to Stop-Loss Distances. Rachev, S. T. & Rüschendorf, L. Advances in Applied Probability, 22(2):350–374, June, 1990.
Approximation of Sums by Compound Poisson Distributions with Respect to Stop-Loss Distances [link]Paper  doi  bibtex   
@Article{Rachev:1990:ASC,
  author =       "S. T. Rachev and L. R{\"u}schendorf",
  title =        "Approximation of Sums by Compound {Poisson}
                 Distributions with Respect to Stop-Loss Distances",
  journal =      j-ADV-APPL-PROB,
  volume =       "22",
  number =       "2",
  pages =        "350--374",
  month =        jun,
  year =         "1990",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1427540",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:02 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262286;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1427540",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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