Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
| Year of publication: |
2004
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|---|---|
| Authors: | Vanmaele, Michèle ; Deelstra, Griselda ; Liinev, Jan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 35.2004, 2, p. 343-368
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