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Approximating the distribution function of risk

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  • Christophi, Costas A.
  • Modarres, Reza

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  • Christophi, Costas A. & Modarres, Reza, 2005. "Approximating the distribution function of risk," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1053-1067, June.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:4:p:1053-1067
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    References listed on IDEAS

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    1. S. N. Rai & D. Krewski, 1998. "Uncertainty and Variability Analysis in Multiplicative Risk Models," Risk Analysis, John Wiley & Sons, vol. 18(1), pages 37-45, February.
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