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.
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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