On Order-Preserving Properties of Probability Metrics
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DOI: 10.1023/A:1022608613982
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References listed on IDEAS
- Lefèvre, Claude & Utev, Sergei, 1997. "Mixed Poisson approximation in the collective epidemic model," Stochastic Processes and their Applications, Elsevier, vol. 69(2), pages 217-246, September.
- De Pril, Nelson & Dhaene, Jan, 1992. "Error Bounds for Compound Poisson Approximations of the Individual Risk Model," ASTIN Bulletin, Cambridge University Press, vol. 22(2), pages 135-148, November.
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Keywords
Probability metrics; stochastic orders; order preservation; Poisson approximation; risk theory; epidemic modeling;All these keywords.
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