Sensitivity of risk measures with respect to the normal...

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

Volker Krätschmer, Henryk Zähle
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Volume:
49
Year:
2011
Language:
english
Pages:
10
DOI:
10.1016/j.insmatheco.2011.05.004
File:
PDF, 383 KB
english, 2011
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