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1 Ergebnisse
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Efficient simulation using saddlepoint approximation for ag..:
Cho, Jae-Rin
;
Ha, Hyung-Tae
Communications for Statistical Applications and Methods. 23 (2016) 1 - p. 85-91 , 2016
Link:
https://doi.org/10.5351/csam.2016.23.1.085
RT Journal T1 <Title>Efficient simulation using saddlepoint approximation for aggregate losses with large frequencies</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.5351_csam.2016.23.1.085&Exemplar=1&LAN=DE A1 Cho, Jae-Rin A1 Ha, Hyung-Tae PB The Korean Statistical Society YR 2016 SN 2383-4757 JF Communications for Statistical Applications and Methods VO 23 IS 1 SP 85 OP 91 LK http://dx.doi.org/https://doi.org/10.5351/csam.2016.23.1.085 DO https://doi.org/10.5351/csam.2016.23.1.085 SF ELIB - SuUB Bremen
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