Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk (Q6549183)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk |
scientific article; zbMATH DE number 7858998
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
3 June 2024
0 references
