Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution
Bernard F. Lamond and Pascal Lang
| Year of publication: |
2012
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|---|---|
| Authors: | Lamond, Bernard F. ; Lang, Pascal |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 3, p. 209-225
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| Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009572476