On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:17, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On log-normal convolutions: an analytical-numerical method with applications to economic capital determination |
scientific article |
Statements
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (English)
0 references
3 February 2020
0 references
log-normal distribution
0 references
convolution
0 references
generalized gamma convolution
0 references
Padé approximation
0 references
individual risk model
0 references
collective risk model
0 references
economic capital
0 references
