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2023 Acuerdos transformativos CRUEDealing with censored data is an important concern in reliability and survival analysis. Non-destructive one-shot devices are an extreme case of interval censoring, wherein we only know if a device has failed or not ...
Leandro Pardo +5 more
core +1 more source
A flexible lognormal sum approximation method
, 2005 A simple and novel method is presented to approximate the distribution of the sum of independent, but not necessarily identical, lognormal random variables, by the lognormal distribution.
Jingxian Wu +4 more
core
Some results on Denault's capital allocation rule. [PDF]
Denault (2001) introduces a capital allocation principle where the capital allocated to any risk unit is expressed in terms of the contribution of that risk to the aggregate conditional tail expectation. Panjer (2002) derives a closed-form expression for
Dhaene, Jan, Vanduffel, Steven
core
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Modeling actuarial data with a composite lognormal-Pareto model
Scandinavian Actuarial Journal, 2005Kahadawala Cooray
exaly
Approximating a Sum of Random Variables with a Lognormal
IEEE Transactions on Wireless Communications, 2007Neelesh B. Mehta +2 more
exaly
An Evaluation of Approximate Confidence Interval Estimation Methods for Lognormal Means
Technometrics, 1972Charles E Land
exaly
Development of a Sigma–Lognormal representation for on-line signatures
Pattern Recognition, 2009Christian O'Reilly, Réjean Plamondon
exaly
An optimal lognormal approximation to lognormal sum distributions
IEEE Transactions on Vehicular Technology, 2004exaly
Modified Moment Estimation for the Three-Parameter Lognormal Distribution
Journal of Quality Technology, 1985A Clifford Cohen
exaly