A Review on the Sum of Log-normal Variates

The aim of this research contribution is to compile a review and a concentrated presentation of the state of research regarding the sum of log-normal variates. After a discussion of general aspects of the summation of random variables, the description of summation methods with respect to log-normally distributed random variables is provided. In particular, the moment matching method and its modifications, the series representations of the Laplace transformation and asymptotic results are discussed.