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 ...

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 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 ...