Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory (Q5077928)
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scientific article; zbMATH DE number 7529880
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| English | Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory |
scientific article; zbMATH DE number 7529880 |
Statements
Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory (English)
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20 May 2022
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central limit theorem
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dependent random variables
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credit portfolio
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Vasicek
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