Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111)

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Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences
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    Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (English)
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    10 March 2021
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    convex bounds
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    multivariate generalized hyperbolic distribution
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    analytical approximations
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    asymptotic equivalences
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    capital allocation
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