Conditional expectations given the sum of independent random variables with regularly varying densities
Michel Denuit, Patricia Ortega-Jiménez and Christian-Yann Robert
| Year of publication: |
2025
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| Authors: | Denuit, Michel ; Ortega-Jiménez, Patricia ; Robert, Christian Yann |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 55.2025, 2, p. 449-485
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| Subject: | asymptotic smoothness | capital allocation principle | Log concavity | risk sharing | size-bias transform | zero-augmented distributions | Statistische Verteilung | Statistical distribution | Zufallsvariable | Random variable | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2025.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015450049