Exact distribution of random order statistics and applications in risk management (Q2218862)
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scientific article; zbMATH DE number 7297570
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| English | Exact distribution of random order statistics and applications in risk management |
scientific article; zbMATH DE number 7297570 |
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Exact distribution of random order statistics and applications in risk management (English)
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18 January 2021
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Bernoulli mixtures
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non-performing loans
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Panjer family
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phase-type distributions
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power series distributions
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random order statistics
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risk management
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samples of random size
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0.7972345352172852
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0.7812645435333252
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0.7619487047195435
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0.7566649913787842
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