Second-order tail asymptotics of deflated risks (Q2513459): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order tail asymptotics of deflated risks |
scientific article |
Statements
Second-order tail asymptotics of deflated risks (English)
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28 January 2015
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random deflation
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value-at-risk
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risk aggregation
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second-order regular variation
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estimation of tail probability
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