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Persistent link: https://www.econbiz.de/10008845872

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Gründl, Helmut; Post, Thomas - 2009

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Sensitivity of risk measures with respect to the normal approximation of total claim distributions

Krätschmer, Volker; Zähle, Henryk - 2010

A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...

Persistent link: https://www.econbiz.de/10004959423

Entrepreneurial entry: which institutions matter?

Aidis, Ruta; Estrin, Saul; Mickiewicz, Tomasz - 2009

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