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D. Johnson, Triangular Approximations for Continuous Random Variables in Risk Analysis, The Journal of the Operational Research Society, Vol. 53, No. 4 (Apr., 2002), pp. 457-467 ...
We introduce the triangular approximation to the normal distribution in order to extract closed- and semi-closed-form solutions that are useful in risk measurement calculations. In risk measurement ...
This paper deals with the convergence in distribution to Gaussian, generalized Poisson and infinitely divisible laws of the row sums of certain φ or ψ-mixing triangular arrays of Banach space valued ...