Approximating the distribution function of risk
type: Item
instance of: scholarly article
title: Approximating the distribution function of risk
zbMATH Open document ID: 1429.62064
author: Costas A. Christophi
author: Reza Modarres
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5374204
zbMATH Keywords: series approximations
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: saddlepoint method
zbMATH Keywords: multiplicative risk model
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: two-dimensional Monte Carlo
describes a project that uses: Maple
MaRDI profile type: Publication
full work available at URL: j.csda.2004.07.025
OpenAlex ID: W2074175624
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DOI: 10.1016/J.CSDA.2004.07.025
description: scientific article; zbMATH DE number 5374204