✦ LIBER ✦

Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables

✍ Scribed by Yan, Jun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Simple risk measure calculations for sum

✍ Guillén, Montserrat; Sarabia, José María; Prieto, Faustino 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 469 KB

Distortion risk measures for sums of ran

✍ Grzegorz Darkiewicz; Jan Dhaene; Marc Goovaerts 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 German ⚖ 418 KB

Asymptotic Expansions for Distributions

✍ Petrov, V. V. 📂 Article 📅 1959 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 321 KB

Asymptotic estimate for sums of independ

✍ I. K. Matsak 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 239 KB

Asymptotic Expansions with Probability O

✍ Zolotarev, V. M. 📂 Article 📅 1992 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 322 KB

Asymptotic expansions for densities and

✍ J. Dubinskaite 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 630 KB