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

zbMATH Open1164.62081MaRDI QIDQ3608281FDOQ3608281

Authors: A. Kukush, M. S. Pupashenko 

Publication date: 28 February 2009

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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)

Cited In (3)

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

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