Exponential Family Techniques for the Lognormal Left Tail (Q2821479): Difference between revisions

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+.4689
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+Q3249325
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+Efficient simulation of tail probabilities of sums of correlated lognormals
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+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
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+Exponential Family Techniques for the Lognormal Left Tail
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+On the Laplace transform of the lognormal distribution
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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+Efficient simulation of tail probabilities of sums of dependent random variables
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+On the Lambert \(w\) function
@@ Property / cites work: On the Lambert \(w\) function / rank @@
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+The log-normal approximation in financial and other computations
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+On Sums of Conditionally Independent Subexponential Random Variables
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+A Normal Limit Theorem for Power Sums of Independent Random Variables
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+Q5253267
@@ Property / cites work: Q5253267 / rank @@
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+Aggregation of rapidly varying risks and asymptotic independence
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+Bounds on the distribution of a sum of independent lognormal random variables
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