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    author
    Young Shin S. Kim
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    Frank J. Fabozzi
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    Svetlozar T. Rachev
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    publication date
    30 May 2011
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    Mathematics Subject Classification ID
    60E07
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    91G10
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    91G40
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    zbMATH DE Number
    5901077
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    zbMATH Keywords
    tempered stable distribution
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    infinitely divisible distribution
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    VaR
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    CVaR
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    AVaR
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