Work

Bounds and approximations for sums of dependent log-elliptical random variables

Year: 2008

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/j.insmatheco.2008.11.007

Authors: Emiliano A. Valdez, Jan Dhaene, Mateusz Maj, Steven Vanduffel

Institutions: University of Connecticut, KU Leuven, Vrije Universiteit Brussel

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2133849580

FWCI: 6.161

Cites: 39

Cited by: 41

Related to: 10