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Asymptotics of sums of lognormal random variables with Gaussian copula

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References

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2015Tail behavior of sums and differences of log-normal random variables63 cited
2009Efficient simulation of tail probabilities of sums of correlated lognormals52 cited
2009On Sums of Conditionally Independent Subexponential Random Variables50 cited
2009Aggregation of rapidly varying risks and asymptotic independence36 cited
2016Exponential Family Techniques for the Lognormal Left Tail33 cited
2009Limit theorem on the sum of identically distributed equally and positively correlated joint lognormals33 cited
2023Human reliability evaluation method covering operator action timing for dynamic probabilistic safety assessment24 cited
2018Calibrating a Bayesian Transit Assignment Model Using Smart Card Data21 cited
2020Time uncertainty analysis method for level 2 human reliability analysis of severe accident management strategies

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10 cited