The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables

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Publication:453289

DOI10.3150/10-BEJ284zbMath1248.60018arXiv1106.2920OpenAlexW2052874426MaRDI QIDQ453289

Paul Embrechts, Philipp Arbenz, Giovanni Puccetti

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2920




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