Second-order expansions of the risk concentration based on CTE (Q2445358): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order expansions of the risk concentration based on CTE |
scientific article |
Statements
Second-order expansions of the risk concentration based on CTE (English)
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14 April 2014
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asymptotical smoothness
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diversification benefit
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regular variation
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second-order approximation
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second-order regular variation
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