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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 4, Pages 920–926
DOI: https://doi.org/10.4213/tvp3283
(Mi tvp3283)
 

This article is cited in 8 scientific papers (total in 8 papers)

Short Communications

On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices

S. Ya. Shorgin

Institute for Problems of Informatics RAS
Full-text PDF (455 kB) Citations (8)
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 4, Pages 798–805
DOI: https://doi.org/10.1137/TPRBAU000041000004000741000001
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Ya. Shorgin, “On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 920–926; Theory Probab. Appl., 41:4 (1997), 798–805
Citation in format AMSBIB
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\by S.~Ya.~Shorgin
\paper On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices
\jour Teor. Veroyatnost. i Primenen.
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\pages 920--926
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\zmath{https://zbmath.org/?q=an:0895.60026}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 4
\pages 798--805
\crossref{https://doi.org/10.1137/TPRBAU000041000004000741000001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000071926900019}
Linking options:
  • https://www.mathnet.ru/eng/tvp3283
  • https://doi.org/10.4213/tvp3283
  • https://www.mathnet.ru/eng/tvp/v41/i4/p920
  • This publication is cited in the following 8 articles:
    1. D. A. Balint, M. Schweizer, “Large financial markets, discounting, and no asymptotic arbitrage”, Theory Probab. Appl., 65:2 (2020), 191–223  mathnet  mathnet  crossref  crossref  isi  scopus
    2. Ch. Cuchiero, I. Klein, J. Teichmann, “A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting”, Theory Probab. Appl., 65:3 (2020), 388–404  mathnet  mathnet  crossref  crossref  isi  scopus
    3. Frolov A.N., “On Esseen type inequalities for combinatorial random sums”, Commun. Stat.-Theory Methods, 46:12 (2017), 5932–5940  crossref  mathscinet  zmath  isi  scopus
    4. V. Yu. Korolev, I. G. Shevtsova, S. Ya. Shorgin, “O neravenstvakh tipa Berri–Esseena dlya puassonovskikh sluchainykh summ”, Inform. i ee primen., 5:3 (2011), 64–66  mathnet
    5. A. Yu. Golubin, V. N. Gridin, “Optimal insurance strategies in a risk process with restrictions on policyholder risks”, Autom. Remote Control, 71:8 (2010), 1578–1589  mathnet  crossref  mathscinet  zmath  isi
    6. S. V. Gavrilenko, “Otsenki skorosti skhodimosti raspredelenii sluchainykh summ s bezgranichno delimymi indeksami k normalnomu zakonu”, Inform. i ee primen., 4:4 (2010), 80–87  mathnet
    7. V. E. Bening, V. Yu. Korolev, “Asymptotic behavior of compound nonordinary Cox processes with nonzero means”, J Math Sci, 92:3 (1998), 3836  crossref
    8. S. Ya. Shorgin, “Symptotic estimates of insurance tariffs in the individual risk model”, J Math Sci, 89:5 (1998), 1559  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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