Pages that link to "Item:Q5963508"
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The following pages link to Tail behavior of sums and differences of log-normal random variables (Q5963508):
Displaying 27 items.
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Asymptotic behavior of tail density for sum of correlated lognormal variables (Q1035169) (← links)
- Asymptotic behaviour of high Gaussian minima (Q1635902) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- The sum and difference of two lognormal random variables (Q1760859) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← links)
- Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423) (← links)
- High minima of non-smooth Gaussian processes (Q2274116) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Practical aspects of the aggregation of two risks in the Solvency II standard formula (Q2323670) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- On the tail probabilities of aggregated lognormal random fields with small noise (Q2800372) (← links)
- Exponential family techniques for the lognormal left tail (Q2821479) (← links)
- Tail behavior of the Laplace and logistic distributions (Q3077692) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- On the Probability Density Function of Baskets (Q4560341) (← links)
- The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution (Q5079912) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
- A fast and accurate numerical method for the left tail of sums of independent random variables (Q6657807) (← links)
