On the distribution of the (un)bounded sum of random variables
Year of publication: |
2011
|
---|---|
Authors: | Cherubini, Umberto ; Mulinacci, Sabrina ; Romagnoli, Silvia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 1, p. 56-63
|
Subject: | Theorie | Theory | Zufallsvariable | Random variable | Wahrscheinlichkeitsrechnung | Probability theory |
-
The elasticity of a random variable as a tool for measuring and assessing risks
Veres-Ferrer, Ernesto-Jesús, (2022)
-
Approximating random variables by stochastic integrals
Schweizer, Martin, (1993)
-
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi, (1988)
- More ...
-
A lattice model with incomplete information: A credit risk application
Cherubini, Umberto, (2008)
-
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto, (2009)
-
Copula Based Martingale Processes and Financial Prices Dynamics
Cherubini, Umberto, (2008)
- More ...