Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
| Year of publication: |
2004
|
|---|---|
| Authors: | Vanmaele, Michele ; Deelstra, Griselda ; Liinev, Jan |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 2, p. 343-367
|
| Publisher: |
Elsevier |