On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.10.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2986386571 / rank | |||
Normal rank | |||
Revision as of 18:46, 19 March 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
