On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186): Difference between revisions

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Latest revision as of 13:44, 4 November 2024

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On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
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    On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (English)
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    3 February 2020
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    log-normal distribution
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    convolution
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    generalized gamma convolution
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    Padé approximation
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    individual risk model
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    collective risk model
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    economic capital
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