"Some Approximate Results of Value-at-Risk for Dependent Compound ..."

Zhaoyang Lu (2020)

> Home

Details and statistics

DOI: 10.1109/ACCESS.2020.3017813

access: open

type: Journal Article

metadata version: 2021-09-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/access/Lu20a
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/access/Lu20a
Zhaoyang Lu:
Some Approximate Results of Value-at-Risk for Dependent Compound Stochastic Sums of Heavy-Tailed Risks. IEEE Access 8: 159307-159315 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.