مرکز منطقه ای اطلاع رساني علوم و فناوري - Approximating the distribution function of risk

Title of article :

Approximating the distribution function of risk

Author/Authors :

Costas A. Christophi، نويسنده , , Reza Modarres، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1053

To page :

1067

Keywords :

Series approximations , Saddlepoint method , Edgeworth expansion , Multiplicative risk model , MonteCarlo simulation , Two-dimensional Monte Carlo

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2005

Journal title :

Computational Statistics and Data Analysis

Record number :

144866

Link To Document :