Pages that link to "Item:Q2292186"
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The following pages link to On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186):
Displaying 8 items.
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm (Q6152704) (← links)
