High level quantile approximations of sums of risks
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Publication:906345
DOI10.1515/demo-2015-0010zbMath1329.62302OpenAlexW2277923374MaRDI QIDQ906345
A. Cuberos, Véronique Maume-Deschamps, Esterina Masiello
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0010
Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence
Cites Work
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