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On Log-Normal Convolutions: An Analytical-Numerical Method With Applications to Economic Capital Determination
34/34 checkable references clean · checked 2026-07-25
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 34 checked references that resolve
resolves10.1016/j.spl.2008.03.035
Asymptotics of sums of lognormal random variables with Gaussian copula
resolves10.1109/26.477480
Estimating the distribution of a sum of independent lognormal random variables
resolves10.1007/978-1-4612-2948-3
Generalized Gamma Convolutions and Related Classes of Distributions and Densities
resolves10.1109/LCOMM.2008.080553
Lognormal Sum Approximation with a Variant of Type IV Pearson Distribution
resolves10.1016/s0167-6687(00)00079-2
Does positive dependence between individual risks increase stop-loss premiums?
resolves10.1109/tcom.1960.1097606
The Sum of Log-Normal Probability Distributions in Scatter Transmission Systems
resolves10.1016/j.insmatheco.2005.06.006
Risk capital decomposition for a multivariate dependent gamma portfolio
resolves10.2143/ast.36.2.2017929
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
resolves10.1155/s1110757x0320108x
Conditional value‐at‐risk bounds for compound Poisson risks and anormal approximation
resolves10.1641/0006-3568(2001)051[0341:lndats]2.0.co;2
Log-normal Distributions across the Sciences: Keys and Clues
resolves10.1080/01621459.1972.10481209
Some Recent Results in Lognormal Parameter Estimation Using Grouped and Ungrouped Data
resolves10.2307/2530008
Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
resolves10.1016/j.cam.2007.10.050
Optimal approximations for risk measures of sums of lognormals based on conditional expectations
resolves10.1109/tvt.2007.905611
A Systematic Procedure for Accurately Approximating Lognormal-Sum Distributions
The 8 references without a DOI — listed, not checked
no DOI — not checkedAutomobile collision deductibles and repair cost groups: the log-normal model
no DOI — not checkedref6
no DOI — not checkedActuarial Theory for Dependent Risks: Measures, Orders and Models
no DOI — not checkedSize of loss distributions in workmens compensation insurance
no DOI — not checkedSums of log-normals
no DOI — not checkedThe underlying assumptions in the standard formula for the Solvency Capital Requirement calculation
no DOI — not checkedref27
no DOI — not checkedWarrant prices as indicator of expectation
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