Marco Bee. Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk. Communications in Statistics - Simulation and Computation, 38(5):939-960, 2009. [doi]
@article{Bee09,
title = {Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk},
author = {Marco Bee},
year = {2009},
doi = {10.1080/03610910802702510},
url = {http://dx.doi.org/10.1080/03610910802702510},
researchr = {https://researchr.org/publication/Bee09},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {38},
number = {5},
pages = {939-960},
}