Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429)
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scientific article; zbMATH DE number 6227426
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| English | Lower convex order bound approximations for sums of log-skew normal random variables |
scientific article; zbMATH DE number 6227426 |
Statements
Lower convex order bound approximations for sums of log-skew normal random variables (English)
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15 November 2013
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convex order bounds
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multivariate closed skew-normal distribution
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portfolio management
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0.8433905839920044
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0.8347666263580322
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0.791306734085083
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0.7868862152099609
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