Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (Q2454011)
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| Language | Label | Description | Also known as |
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| English | Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables |
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Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (English)
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12 June 2014
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convex entropic risk measure
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compound Poisson process
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asymptotic behavior
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