On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186)
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scientific article; zbMATH DE number 7161814
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| English | On log-normal convolutions: an analytical-numerical method with applications to economic capital determination |
scientific article; zbMATH DE number 7161814 |
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On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (English)
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3 February 2020
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log-normal distribution
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convolution
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generalized gamma convolution
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Padé approximation
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individual risk model
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collective risk model
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economic capital
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