Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk
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Cites work
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- scientific article; zbMATH DE number 6193514 (Why is no real title available?)
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