Browsing by Author "Oliveira, Amílcar"

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Approximating the Distribution of the Product of Two Normally Distributed Random Variables

Seijas-Macías, J. Antonio; Oliveira, Amílcar; Oliveira, Teresa; Leiva, Víctor (2020)

[Abstract]: The distribution of the product of two normally distributed random variables has been an open problem from the early years in the XXth century. First approaches tried to determinate the mathematical and ...
Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences

Oliveira, Amílcar; Oliveira, Teresa; Seijas-Macías, J. Antonio (2016)

[Abstract:]The analysis of skewness is an essential tool for decision-making since it can be used as an indicator on risk assessment. It is well known that negative skewed distributions lead to negative outcomes, while ...