Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory
type: Item
instance of: scholarly article
title: Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory
DOI: 10.1080/03610926.2018.1517891
author: Madelyn Houser
author: Pak-Wing Fok
publication date: 2022-05-20T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7529880
zbMATH Keywords: central limit theorem
zbMATH Keywords: dependent random variables
zbMATH Keywords: credit portfolio
zbMATH Keywords: Vasicek
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2018.1517891
OpenAlex ID: W2902238235
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7529880