Approximating the distribution function of risk (Q957280)

From MaRDI portal





scientific article; zbMATH DE number 5374204
Language Label Description Also known as
default for all languages
No label defined
    English
    Approximating the distribution function of risk
    scientific article; zbMATH DE number 5374204

      Statements

      Approximating the distribution function of risk (English)
      0 references
      0 references
      0 references
      26 November 2008
      0 references
      series approximations
      0 references
      Edgeworth expansion
      0 references
      saddlepoint method
      0 references
      multiplicative risk model
      0 references
      Monte Carlo simulation
      0 references
      two-dimensional Monte Carlo
      0 references

      Identifiers