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CAPM 1 Clayton copula 1 Cornish–Fisher 1 Moment matching 1 Multivariate Verteilung 1 Multivariate distribution 1 Recursive skewness 1 Standard formula 1 Statistical distribution 1 Statistische Verteilung 1 Sum of log-normals 1 Theorie 1 Theory 1
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Bølviken, Erik 1 Guillén, Montserrat 1
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Did you mean: subject:"Sum of log-normal" (9 results)
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Risk aggregation in Solvency II through recursive log-normals
Bølviken, Erik; Guillén, Montserrat - In: Insurance / Mathematics & economics 73 (2017), pp. 20-26
Persistent link: https://www.econbiz.de/10011702034
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