Roch, Oriol; Valdez, Emiliano A. Lower convex order bound approximations for sums of log-skew normal random variables. (English) Zbl 1274.60042 Appl. Stoch. Models Bus. Ind. 27, No. 5, 487-502 (2011). MSC: 60E05 62H10 91G60 91G10 PDF BibTeX XML Cite \textit{O. Roch} and \textit{E. A. Valdez}, Appl. Stoch. Models Bus. Ind. 27, No. 5, 487--502 (2011; Zbl 1274.60042) Full Text: DOI OpenURL
Laeven, Roger J. A. Worst VaR scenarios: A remark. (English) Zbl 1160.91370 Insur. Math. Econ. 44, No. 2, 159-163 (2009). MSC: 91B30 60E05 60E15 62P05 PDF BibTeX XML Cite \textit{R. J. A. Laeven}, Insur. Math. Econ. 44, No. 2, 159--163 (2009; Zbl 1160.91370) Full Text: DOI Link OpenURL
Brückner, Karsten Quantifying the error of convex order bounds for truncated first moments. (English) Zbl 1147.60011 Insur. Math. Econ. 42, No. 1, 261-270 (2008). MSC: 60E15 91B28 PDF BibTeX XML Cite \textit{K. Brückner}, Insur. Math. Econ. 42, No. 1, 261--270 (2008; Zbl 1147.60011) Full Text: DOI OpenURL
Deelstra, Griselda; Diallo, Ibrahima; Vanmaele, Michèle Bounds for Asian basket options. (English) Zbl 1151.91500 J. Comput. Appl. Math. 218, No. 2, 215-228 (2008). MSC: 91B28 60E15 60J65 PDF BibTeX XML Cite \textit{G. Deelstra} et al., J. Comput. Appl. Math. 218, No. 2, 215--228 (2008; Zbl 1151.91500) Full Text: DOI OpenURL
Vanmaele, M.; Deelstra, G.; Liinev, J.; Dhaene, J.; Goovaerts, M. J. Bounds for the price of discrete arithmetic Asian options. (English) Zbl 1131.91027 J. Comput. Appl. Math. 185, No. 1, 51-90 (2006). Reviewer: Serguei V. Solov’ev (Toulouse) MSC: 91G20 91B24 91B26 60Gxx PDF BibTeX XML Cite \textit{M. Vanmaele} et al., J. Comput. Appl. Math. 185, No. 1, 51--90 (2006; Zbl 1131.91027) Full Text: DOI OpenURL
Reynaerts, Huguette; Vanmaele, Michele; Dhaene, Jan; Deelstra, Griselda Bounds for the price of a European-style Asian option in a binary tree model. (English) Zbl 1100.91048 Eur. J. Oper. Res. 168, No. 2, 322-332 (2006). MSC: 91B28 PDF BibTeX XML Cite \textit{H. Reynaerts} et al., Eur. J. Oper. Res. 168, No. 2, 322--332 (2006; Zbl 1100.91048) Full Text: DOI Link OpenURL