Comparing approximations for risk measures of sums of non-independent lognormal random variables
Steven Vanduffel; Tom Hoedemakers; Jan Dhaene
| Year of publication: |
2004
|
|---|---|
| Authors: | Vanduffel, Steven ; Hoedemakers, Tom ; Dhaene, Jan |
| Publisher: |
Leuven |
| Subject: | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Messung | Measurement | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Zufallsvariable | Random variable |
| Extent: | 13 S |
|---|---|
| Series: | Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics. - Leuven, ZDB-ID 2175901-7. - Vol. 0418 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.kuleuven.ac.be/tew/cteo/or_reports/0418.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002153412