Hashorva, Enkelejd; Kortschak, Dominik - In: Statistics & Probability Letters 87 (2014) C, pp. 167-174
In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandayapa (2008) also for the more general setup of random sums and random maximum the...