 Conditional lognormal layer recovery

For a lognormal distribution, let $d_j(t)=(\log t-\mu -j{\sigma }^2)/\sigma$ for $j=0,1$. The truncated lognormal moment formula gives the recovery numeratorDivide by $1-\Phi (d_0(M))$ to condition on $X>M$. This handles both the partially penetrating claims and the capped payments beyond the upper attachment.