Upper and lower bounds for sums of random variables

Rob Kaas; Jan Dhaene; Marc Goovaerts

doi:10.1016/s0167-6687(00)00060-3

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JOURNAL ARTICLE

Upper and lower bounds for sums of random variables

Rob Kaas Jan Dhaene Marc Goovaerts

Year: 2000 Journal: Insurance Mathematics and Economics Vol: 27 (2)Pages: 151-168 Publisher: Elsevier BV

DOI: 10.1016/s0167-6687(00)00060-3

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Keywords:

Random variable Mathematics Log-normal distribution Upper and lower bounds Sum of normally distributed random variables Combinatorics Distribution (mathematics) Variable (mathematics) Discrete mathematics Statistics Independent and identically distributed random variables Mathematical analysis

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Upper and lower bounds for sums of random variables

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