© 1998 by London Mathematical Society
© The London Mathematical Society
Estimates in Total Variation for Convolutions of Compound Distributions
ekanavi
iusDepartment of Mathematics, Vilnius University Naugarduko 24, 2006 Vilnius, Lithuania. E-mail: Vydas.Cekanavicius{at}maf.vu.lt
Received 13 January 1997.
Combining Le Cam's operator approach with Bergström's identity, estimates are obtained for convolutions of compound measures. The results are exemplified by consideration of asymptotic expansions for Compound Poisson approximation in Le Cam's theorem, approximation of nearly homogeneous portfolios and convergence to Compound Poisson laws.