Large deviations built on max-stability (Q2040048)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations built on max-stability |
scientific article |
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Large deviations built on max-stability (English)
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9 July 2021
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asymptotic shortfall risk
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concentration function
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Laplace principle
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large deviation principle
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large deviations
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max-stable monetary risk measures
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