Bounds and approximations for sums of dependent log-elliptical random variables
Year of publication: |
2009
|
---|---|
Authors: | Valdez, Emiliano ; Dhaene, Jan ; Maj, Mateusz ; Vanduffel, Steven |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 385-397
|
Subject: | Theorie | Theory | Zufallsvariable | Random variable | Statistische Verteilung | Statistical distribution |
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