Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879): Difference between revisions

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Latest revision as of 23:53, 13 July 2024

scientific article; zbMATH DE number 6730501
Language Label Description Also known as
English
Density approximations and VaR computation for compound Poisson-lognormal distributions
scientific article; zbMATH DE number 6730501

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    Density approximations and VaR computation for compound Poisson-lognormal distributions (English)
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    13 June 2017
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    extreme value theory
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    generalized beta distribution
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    lognormal mixture
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    probability-weighted moments
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    random sum
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