Asymptotic behavior of tail density for sum of correlated lognormal variables.
Gao, Xin ; Xu, Hong ; Ye, Dong
International Journal of Mathematics and Mathematical Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/630857
EUDML-ID : urn:eudml:doc:45733 
@article{05627899,
     title = {Asymptotic behavior of tail density for sum of correlated lognormal variables.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/630857},
     zbl = {1177.60015},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05627899}
}

Gao, Xin; Xu, Hong; Ye, Dong. Asymptotic behavior of tail density for sum of correlated lognormal variables.. International Journal of Mathematics and Mathematical Sciences, Tome 2009 (2009) . doi : 10.1155/2009/630857. http://gdmltest.u-ga.fr/item/05627899/