Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables

North American Actuarial Journal

Volumn 9, Issue 4, 2005, Pages 71-82

  Vanduffel, Steven ^a,b,c   Hoedemakers, Tom ^b,d   Dhaene, Jan ^a,b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c Fortis   (Belgium)

^d University Center of Statistics   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748643666     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2005.10596226     Document Type: Article

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