Simple risk measure calculations for sums of positive random variables
From MaRDI portal
Publication:2446008
DOI10.1016/j.insmatheco.2013.05.007zbMath1284.60029OpenAlexW2039872140MaRDI QIDQ2446008
Montserrat Guillen, Faustino Prieto, José María Sarabia
Publication date: 15 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.05.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)
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