Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 21:12, 28 February 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 |
Statements
Density approximations and VaR computation for compound Poisson-lognormal distributions (English)
0 references
13 June 2017
0 references
extreme value theory
0 references
generalized beta distribution
0 references
lognormal mixture
0 references
probability-weighted moments
0 references
random sum
0 references
