Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Risks : open access journal 7 (2019) 1/23, pp. 1-20
and distribution of the product for two or more random variables via copulas to capture the dependence structures among … density and distribution of the product for two log-normal random variables on several different copulas, including Gaussian …, Student-t, Clayton, Gumbel, Frank, and Joe Copulas, and estimate some common measures including Kendall’s coefficient, mean …