✦ LIBER ✦

Simple risk measure calculations for sums of positive random variables

✍ Scribed by Guillén, Montserrat; Sarabia, José María; Prieto, Faustino

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Distortion risk measures for sums of ran

✍ Grzegorz Darkiewicz; Jan Dhaene; Marc Goovaerts 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 German ⚖ 418 KB

Estimations and asymptotic behaviors of

✍ Yan, Jun 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 505 KB

Small deviation probabilities for sums o

✍ L. V. Rozovsky 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 177 KB

Large deviation limit theorems for sums

✍ A. V. Nagaev; S. S. Khodzhabagyan 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 468 KB

A new isoperimetric inequality for produ

✍ M. Talagrand 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 399 KB

A Theorem on Sums of Independent Positiv

✍ Chistyakov, V. P. 📂 Article 📅 1964 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 665 KB