Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808)
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scientific article; zbMATH DE number 5991244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of risk measures with respect to the normal approximation of total claim distributions |
scientific article; zbMATH DE number 5991244 |
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Sensitivity of risk measures with respect to the normal approximation of total claim distributions (English)
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21 December 2011
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total claim distribution
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\(\varphi \)- and \(\alpha \)-mixing sequences of random variables
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normal approximation
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nonuniform Berry-Esseen inequality
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distortion risk measure
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coherent risk measure
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robust representation
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0.8818983
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0.8704649
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0.86984646
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0.86124945
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0.85347307
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