Approximating the Laplace transform of the sum of dependent lognormals

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Publication:5197405

DOI10.1017/apr.2016.50zbMath1426.60021arXiv1507.03750OpenAlexW2964110409MaRDI QIDQ5197405

Jens Ledet Jensen, Leonardo Rojas-Nandayapa, Patrick J. Laub, Soren Asmussen

Publication date: 23 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.03750




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