VaR modelling on long run horizons

DOI10.1023/A:1024782117906zbMath1115.91345MaRDI QIDQ2487620

Kostas Giannopoulos

Publication date: 8 August 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

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Quermaßintegrals and asymptotic shape of random polytopes in an isotropic convex body ⋮ The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball

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