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Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven, (2004)
Stochastic Orders and Moments of Absolute Value of Normal Random Variable
Comlan, Emile C. Bonaventure, (2018)
Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables : the F-Riesz Distribution
Blasques, Francisco, (2021)