Pages that link to "Item:Q952863"
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The following pages link to Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863):
Displaying 40 items.
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- Tail approximations of integrals of Gaussian random fields (Q428142) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Asymptotic behavior of tail density for sum of correlated lognormal variables (Q1035169) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- A Bayesian motivated Laplace inversion for multivariate probability distributions (Q1657819) (← links)
- Recalibration: a post-processing method for approximate Bayesian computation (Q1663087) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Approximating the probability density function of a transformation of random variables (Q2282737) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields (Q2511562) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise (Q2800372) (← links)
- Exponential Family Techniques for the Lognormal Left Tail (Q2821479) (← links)
- Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
- On the Density Functions of Integrals of Gaussian Random Fields (Q2837753) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance (Q5066483) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
- Expanding the prediction capacity in long sequence time-series forecasting (Q6161473) (← links)
