Conditional value-at-risk bounds for compound Poisson risks and a normal approximation.
Hürlimann, Werner
Journal of Applied Mathematics, Tome 2003 (2003), p. 141-153 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2003-01-01
DOI : https://doi.org/10.1155/S1110757X0320108X
EUDML-ID : urn:eudml:doc:50042 
@article{01884085,
     title = {Conditional value-at-risk bounds for compound Poisson risks and a normal approximation.},
     journal = {Journal of Applied Mathematics},
     volume = {2003},
     year = {2003},
     pages = {141-153},
     doi = {10.1155/S1110757X0320108X},
     zbl = {1012.62110},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01884085}
}

Hürlimann, Werner. Conditional value-at-risk bounds for compound Poisson risks and a normal approximation.. Journal of Applied Mathematics, Tome 2003 (2003) pp. 141-153. doi : 10.1155/S1110757X0320108X. http://gdmltest.u-ga.fr/item/01884085/