Asymptotics of higher-order conditional tail moments for convolution-equivalently distributed losses

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Zhangting, Wang, Bingjie, Cheng, Dongya
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.15557