Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases

Author: Cai J.   Garrido J.  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.100, Iss.2, 2000-09, pp. : 102-120

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Abstract