Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456): Difference between revisions

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+https://doi.org/10.1016/j.orl.2010.02.007
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+W1979348268
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+A Note on Quantiles in Large Samples
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+Q3059475
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+Variance Reduction Techniques for Estimating Value-at-Risk
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+Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
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+Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
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+Importance Sampling for Portfolio Credit Risk
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+Simulating Sensitivities of Conditional Value at Risk
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+On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
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+Q3857500
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+Q4115333
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