Journal of Applied Probability, Vol. 31, No. 3 (Sep., 1994), pp. 743-756 (14 pages) Exponential bounds are derived for the tail probabilities of various compound distributions, generalizing the ...

We investigate compound distributions - for example, compound mixed Poisson distributions - in the case where the summands, the mixing distribution or the number of summands are subexponential. It is ...

Igor Halperin proposes an analytical approach to calculating the tail probabilities of compound distributions that have individual components with heavy tails. This offers an alternative to more ...

We study methods for computing the distribution functions of bivariate compound random variables. In particular, we consider three classes of bivariate counting distributions and the corresponding ...