Pages that link to "Item:Q3625360"
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The following pages link to Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360):
Displaying 4 items.
- Inventory management with log-normal demand per unit time (Q336383) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Exponential family techniques for the lognormal left tail (Q2821479) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)