Funder
Natural Sciences and Engineering Research Council of Canada
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference19 articles.
1. Conditional Monte Carlo for sums, with applications to insurance and finance;Asmussen;Annals of Actuarial Science,2018
2. Asymptotics of sums of lognormal random variables with Gaussian copula;Asmussen;Statistics & Probability Letters,2008
3. A literature review on log-normal sums;Asmussen,2011
4. An extended limit theorem for correlated lognormal sums;Beaulieu;IEEE Transactions on Communications,2011