LLN-type approximations for large portfolio losses
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Publication:1667412
DOI10.1016/j.insmatheco.2018.05.003zbMath1416.91206OpenAlexW2809065653WikidataQ129678590 ScholiaQ129678590MaRDI QIDQ1667412
Publication date: 28 August 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.05.003
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
Uses Software
Cites Work
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