Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (Q5177607): Difference between revisions

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Coherent Measures of Risk
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+Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing''
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+Extreme Value Theory as a Risk Management Tool
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+On Strong Mixing Conditions for Stationary Gaussian Processes
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+Maximal inequalities for partial sums of \(\rho\)-mixing sequences
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