On Approximation of the Panjer Distribution by the Poisson and Binomial Distributions
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The aim of this paper is to approximate the panjer distribution by the poisson and binomial distributions, where each bound is obtained by using the z-function and the Stein-Chen identity. For these bounds, it is indicated that a result of each of the Poisson and Binomial approximations yields a good approximation if both α and λ are small.
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