Bounds and approximations for sums of dependent log-elliptical random variables
Emiliano A. Valdez, Jan Dhaene, Mateusz Maj, Steven Vanduffel
| Year of publication: |
2009
|
|---|---|
| Authors: | Valdez, Emiliano ; Dhaene, Jan ; Maj, Mateusz ; Vanduffel, Steven |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 385-397
|
| Subject: | Theorie | Theory | Zufallsvariable | Random variable | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517625