Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Measures and Multivariate Extensions of Breiman's Theorem |
scientific article |
Statements
Risk Measures and Multivariate Extensions of Breiman's Theorem (English)
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8 July 2012
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discrete-time model
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ruin probability
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value at risk
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multivariate regular variation
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dependent risk
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