Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences

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 a positive skewness usually leads to good scenarios and consequently minimizes risks. In th...

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Bibliographic Details
Main Authors: Amilcar Oliveira, Teresa A. Oliveira, Antonio Seijas-Macias
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2016-04-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/182