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Berry-Esseen bounds for compound-Poisson loss percentiles |
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| Authors: | Frank Y Feng Rui’an Xiao Lin Zhao |
| Institution: | 1. China Center for Insurance and Risk Management, School of Economics and Management, Tsinghua University, Beijing, China.;2. Graduate School of Arts and Science, New York University, New York, USA.;3. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China. |
| Abstract: | |
| Keywords: | Berry–Esseen theorem compound-Poisson sums percentile estimation risk theory reinsurance retention |