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Berry–Essen bound
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Conditional value-at-risk
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Large deviation principle
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Law of iterated logarithm
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Moderate deviation principle
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Gao, Fuqing
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Wang, Shaochen
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Insurance: Mathematics and Economics
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Asymptotic behavior of the empirical conditional value-at-risk
Gao, Fuqing
;
Wang, Shaochen
- In:
Insurance: Mathematics and Economics
49
(
2011
)
3
,
pp. 345-352
We study asymptotic behavior of the empirical conditional value-at-risk (CVaR). In particular, the
Berry–Essen
bound
…
Persistent link: https://www.econbiz.de/10010576726
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