Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 12 (2019) 1/42, pp. 1-27
Determining distributions of the functions of random variables is a very important problem with a wide range of applications in Risk Management, Finance, Economics, Science, and many other areas. This paper develops the theory on both density and distribution functions for the quotient Y=X1X2...