Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
scientific article

    Statements

    Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (English)
    0 references
    0 references
    0 references
    0 references
    2 July 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    lognormal
    0 references
    risk
    0 references
    0 references