Bounds and approximations for sums of dependent log-elliptical random variables-Reference-Cited by-同舟云学术

Bounds and approximations for sums of dependent log-elliptical random variables

Published:2009-06 Issue:3 Volume:44 Page:385-397
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Valdez Emiliano A.,Dhaene Jan,Maj Mateusz,Vanduffel Steven

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference33 articles.

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