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Approximating the distribution function of risk - MaRDI portal

Approximating the distribution function of risk (Q957280)

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scientific article; zbMATH DE number 5374204
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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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