Bounds for a sum of random variables under a mixture of normals
In two papers: Dhaene et al. (2002). Insurance: Mathematics and Economics 31, pp.3-33 and pp. 133-161, the approximation for sums of random variables (rv’s) was derived for the case where the distribution of the components is lognormal and known, but the stochastic dependence structure is unknown or...
Saved in:
| Date: | 2007 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
|
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4515 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Bounds for a sum of random variables under a mixture of normals / A. Kukush, M. Pupashenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 82–97. — Бібліогр.: 3 назв.— англ. |