Moments on truncated bivariate log-normal distributions

DOI10.1016/0165-1765(85)90029-1MaRDI QIDQ373813zbMATH OpenOpenAlexFDO

Authors Da-Hsiang Donald Lien

Publication date 25 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90029-1

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cited in

(9)

• New bivariate and multivariate log-normal distributions as models for insurance data
• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
• A new online calibration method for multidimensional computerized adaptive testing
• A Truncated Bivariate t Distribution
• When can expected utility handle first-order risk aversion?
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
• Some results on the truncated multivariate \(t\) distribution
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications

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