LLN-type approximations for large portfolio losses

From MaRDI portal
Revision as of 04:51, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1667412

DOI10.1016/j.insmatheco.2018.05.003zbMath1416.91206OpenAlexW2809065653WikidataQ129678590 ScholiaQ129678590MaRDI QIDQ1667412

Peng Zhang

Publication date: 28 August 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.05.003



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).



Uses Software


Cites Work


This page was built for publication: LLN-type approximations for large portfolio losses