Pages that link to "Item:Q2288871"
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The following pages link to Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871):
Displaying 11 items.
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (Q3145076) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
