Approximating the distribution function of risk (Q957280)
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scientific article; zbMATH DE number 5374204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the distribution function of risk |
scientific article; zbMATH DE number 5374204 |
Statements
Approximating the distribution function of risk (English)
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26 November 2008
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series approximations
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Edgeworth expansion
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saddlepoint method
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multiplicative risk model
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Monte Carlo simulation
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two-dimensional Monte Carlo
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