On the distribution of the (un)bounded sum of random variables
DOI10.1016/J.INSMATHECO.2010.09.004zbMATH Open1218.60009OpenAlexW1978066088MaRDI QIDQ2276205FDOQ2276205
Authors: Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli 
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.09.004
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Cites Work
- An introduction to copulas.
- Stochastic bounds on sums of dependent risks
- Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
- Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
- Title not available (Why is that?)
- A Copula-Based Model of the Term Structure of CDO Tranches
Cited In (15)
- Bounds on the coarseness of random sums
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Simple risk measure calculations for sums of positive random variables
- On a class of distributions stable under random summation
- On some compound distributions with Borel summands
- Fast nonparametric estimation for convolutions of densities
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
- More on the distribution of the sum of uniform random variables
- Reconstruction of conditional expectations from product moments with applications
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences
- On the control of the difference between two Brownian motions: a dynamic copula approach
- О больших и сверхбольших уклонениях сумм независимых случайных векторов при выполнении условия Крамера. I
- On sums of dependent random lifetimes under the time-transformed exponential model
- On finite-dimensional distributions of a random element conditioned by the sum of random elements
- On the distribution of sums of random variables with copula-induced dependence
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