On the Laplace transform of the lognormal distribution
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Cites work
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Asymptotics of sums of lognormal random variables with Gaussian copula
- Exponential family techniques for the lognormal left tail
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- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3186324 (Why is no real title available?)
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- On lognormal random variables: I-the characteristic function
- On the Lambert \(w\) function
- Saddlepoint approximations
- Saddlepoint Approximations with Applications
- Stochastic simulation: Algorithms and analysis
- The lognormal characteristic function
Cited in
(37)- Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- A Bayesian motivated Laplace inversion for multivariate probability distributions
- On the Laplace transform of the lognormal distribution: analytic continuation and series approximations
- Dealing with uncertain surgery times in operating room scheduling
- Transitions between superstatistical regimes: validity, breakdown and applications
- On a Markovian game model for competitive insurance pricing
- Does the ratio of Laplace transforms of powers of a function identify the function?
- Fast and accurate computation of the distribution of sums of dependent log-normals
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
- Laplace transform of the survival probability under Sparre Andersen model
- Exponential family techniques for the lognormal left tail
- Esscher-transformed Laplace distribution revisited
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- scientific article; zbMATH DE number 5368634 (Why is no real title available?)
- Tail asymptotics of signal-to-interference ratio distribution in spatial cellular network models
- Multilevel Monte Carlo approximation of functions
- Approximation methods for lognormal characteristic functions
- Multivariate continuous-time modeling of wind indexes and hedging of wind risk
- Approximating the Laplace transform of the sum of dependent lognormals
- Analysis of over-dispersed count data with extra zeros using the Poisson log-skew-normal distribution
- Replica analysis of overfitting in regression models for time-to-event data
- scientific article; zbMATH DE number 5039635 (Why is no real title available?)
- The lognormal characteristic function
- On the risk of credibility premium rules
- A note on portfolios of averages of lognormal variables
- Non-Markovian Models of Opinion Dynamics on Temporal Networks
- Two hybrid models for dependent death times of couple: a common shock approach
- Efficient approximations for utility-based pricing
- A new approximation of annuity prices for age-period-cohort models
- Nonproportional hazards and unobserved heterogeneity in clustered survival data: when can we tell the difference?
- Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
- Mortality modeling via vitality: model constructions and actuarial applications
- Zero-inflation in the multivariate Poisson lognormal family
- Simulation of supOU processes with specified marginal distribution and correlation function
- Certainty equivalent and uncertainty premium of time-to-build
- On the Laplace transform of the Pareto distribution
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