Pages that link to "Item:Q2656111"

The following pages link to Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111):

Displaying 7 items.

• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
• On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
• Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)