Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Year of publication: |
2004
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Authors: | Vanmaele, Michele ; Deelstra, Griselda ; Liinev, Jan |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 2, p. 343-367
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Publisher: |
Elsevier |
Saved in:
Online Resource
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