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

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2010, Ausgabe 33, 2010

Keyword: Risiko
Messung
Risikomodell
Statistische Verteilung
Statistischer Fehler
Robustes Verfahren
Theorie
Risiko
Messung
Änderungsrisiko
Wahrscheinlichkeitsverteilung
Fehler in den Variablen
Fehlerrechnung
Fehlertheorie
Messfehler
Robuste Statistik

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2010

Creator: Krätschmer, Volker
Zähle, Henryk

DOI: 10.18452/4261

URN: urn:nbn:de:kobv:11-100112694

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:44 PM CET

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Associated

Krätschmer, Volker
Zähle, Henryk
Humboldt-Universität zu Berlin

Time of origin

2010

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

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Other Objects (12)

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

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