Some Approximate Results of Value-at-Risk for Dependent Compound Stochastic Sums of Heavy-Tailed Risks
According to in-depth research, a wide range of problems in applied science involve estimating the probability of compound stochastic sums of heavy-tailed risks over a large threshold. Many researchers have explored this issue from different aspects in recent times. There are two main difficulties h...
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| Format: | Article |
| Language: | English |
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IEEE
2020-01-01
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| Series: | IEEE Access |
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| Online Access: | https://ieeexplore.ieee.org/document/9171354/ |