Buchmann, BorisGrübel, Rudolf2016-03-032016-03-030090-5364http://hdl.handle.net/1885/99989Given a sample from a compound Poisson distribution, we consider estimation of the corresponding rate parameter and base distribution. This has applications in insurance mathematics and queueing theory. We propose a plug-in type estimator that is based on a suitable inversion of the compounding operation. Asymptotic results for this estimator are obtained via a local analysis of the decompounding functional.© Institute of Mathematical Statistics, 2003. http://www.sherpa.ac.uk/romeo/issn/0090-5364..."author can archive publisher's version/PDF. On author's personal website or open access repository" from SHERPA/RoMEO site (as at 4/03/16).Keywords: Asymptotic normality; Compound distributions; Delta method; Plug-in principle; Queues with bulk arrival; Risk theory200310.1214/aos/10596559052016-06-14