Pages that link to "Item:Q2388340"
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The following pages link to Saddlepoint approximation for moment generating functions of truncated random variables (Q2388340):
Displaying 5 items.
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Saddlepoint approximation for moment generating functions of truncated random variables (Q2388340) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)