Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables

Michèle Vanmaele, Griselda Deelstra and Jan Liinev

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2004
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Published in: Insurance. Mathematics & economics (2004) v.35 n° 2,p.343-367

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