Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk (Q6549183)
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scientific article; zbMATH DE number 7858998
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk |
scientific article; zbMATH DE number 7858998 |
Statements
Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk (English)
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3 June 2024
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