Bounds for some general sums of random variables
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Publication:631537
DOI10.1016/J.SPL.2010.11.018zbMATH Open1207.62119OpenAlexW3121969539MaRDI QIDQ631537FDOQ631537
Authors: Zinoviy Landsman, Steven Vanduffel 
Publication date: 14 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.11.018
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Cited In (12)
- Bounds on the coarseness of random sums
- Approximation for expectations of unbounded functions of dependent integer-valued random variables
- Bounds and approximations for sums of dependent log-elliptical random variables
- An explicit option-based strategy that outperforms dollar cost averaging
- Bounds for a sum of random variables under a mixture of normals
- Title not available (Why is that?)
- The Distribution of the Logarithm of the Sum of Two Log-Normal Variates
- Distribution of correlated lognormal random sum
- Bounds on the distribution of a sum of independent lognormal random variables
- Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3)
- A note on Stein's lemma for multivariate elliptical distributions
- Lower convex order bound approximations for sums of log-skew normal random variables
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