Bounds for a sum of random variables under a mixture of normals

MaRDI QIDQ3608281zbMATH OpenFDO

Authors A. Kukush, M. S. Pupashenko

Publication date 28 February 2009

zbMATH Keywords

regime switching modelconvex stochastic orderbounds for provision

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(3)

• On the upper bound of the number of modes of a multivariate normal mixture
• Approximation of Distributions of Random Sums of Independent Random Variables by Mixtures of Normal Laws
• The sum and difference of two lognormal random variables

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