Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables
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Publication:2454011
DOI10.1016/j.spl.2014.04.019zbMath1288.62124OpenAlexW1966415960MaRDI QIDQ2454011
Publication date: 12 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.019
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- Sobolev inequalities for probability measures on the real line
- Effects of skewness and kurtosis on portfolio rankings
- Large deviations for risk processes with reinsurance
- Stochastic finance. An introduction in discrete time
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