Asymptotics of sums of lognormal random variables with Gaussian copula
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Publication:952863
DOI10.1016/j.spl.2008.03.035zbMath1151.60009OpenAlexW2045269787WikidataQ56115396 ScholiaQ56115396MaRDI QIDQ952863
Leonardo Rojas-Nandayapa, Soren Asmussen
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.035
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