New Quadrature-Based Approximations for the Characteristic Function and the Distribution Function of Sums of Lognormal Random Variables
2010 ◽
Vol 59
(7)
◽
pp. 3364-3372
◽
2001 ◽
Vol 09
(01)
◽
pp. 39-53
◽
1987 ◽
Vol 102
(2)
◽
pp. 329-349
◽
Estimating the cumulative distribution function for the linear combination of gamma random variables
2017 ◽
Vol 20
(5)
◽
pp. 939-951
2005 ◽
Vol 127
(1)
◽
pp. 1767-1783
◽
2001 ◽
Vol 28
(5)
◽
pp. 473-483
◽
2018 ◽
Vol 47
(2)
◽
pp. 53-67
◽