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Lower convex order bound approximations for sums of log‐skew normal random variables |
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| Authors: | Oriol Roch Emiliano A. Valdez |
| Affiliation: | 1. Departament Matemàtica Econòmica, Financera i Actuarial, Facultat d'Economia i Empresa, Universitat de Barcelona, Barcelona, Spain;2. Department of Mathematics, College of Liberal Arts and Sciences, University of Connecticut, Storrs, CU, U.S.A. |
| Abstract: | |
| Keywords: | convex order bounds multivariate closed skew‐normal distribution portfolio management |