Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables |
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Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (English)
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13 January 2005
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Conditional expectation
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Stop-loss premiums
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Sum of dependent random variables
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Basket options
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