Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences |
scientific article |
Statements
Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (English)
0 references
10 March 2021
0 references
convex bounds
0 references
multivariate generalized hyperbolic distribution
0 references
analytical approximations
0 references
asymptotic equivalences
0 references
capital allocation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
