On the Distribution Function and Moments of Power Sums With Log-Normal Components
From MaRDI portal
Cited in
(22)- Asymptotic behavior of tail density for sum of correlated lognormal variables
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- Recalibration: a post-processing method for approximate Bayesian computation
- On the generalization of the hazard rate twisting-based simulation approach
- Stochastic volatility effects on correlated log-normal random variables
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
- An approximate method for population toxicokinetic analysis with aggregated data
- On the distribution of the desirability index using Harrington's desirability function
- Temporal aggregation of lognormal AR processes
- Inventory management with log-normal demand per unit time
- Connection admission control for MC-CDMA systems supporting multi-rate services
- Implied integrated variance and hedging
- Approximating the Laplace transform of the sum of dependent lognormals
- Computing optimal rebalance frequency for log-optimal portfolios
- The performance of ultra wideband acquisition system based on energy detection over IEEE 802.15.3a channel
- DOLLAR COST AVERAGING RETURNS ESTIMATION
- A theoretical validation of the DDMRP reorder policy
- WITHDRAWAL SUCCESS ESTIMATION
- Mixing as a correlated aggregation process
- Approximation of the lognormal distribution as a solution to the sum of lognormal variates
- Power lognormal approximation to the random weighted sums of lognormal random variables
This page was built for publication: On the Distribution Function and Moments of Power Sums With Log-Normal Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3959186)