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performance, risk, portfolio, mutual fund, hedge fund, asymmetry, heavy tails
Integer Compositions, Integer Partitions, Bounded Compositions, Bounded Partitions, Pascal's triangle, Fibonacci
Robust Statistics, Severity, Capital Estimation, Influence Function, Sensitivity Analysis, OBRE, MLE, Basel II
Bootstrap, SAS, Scalable, Hashing, Sampling, with Replacement
Maximum test, Location-Scale, Statistical process control, Six sigma, Telecommunications, CLEC
Operational Risk, Basel II, Jensen's Inequality, Regulatory Capital, Economic Capital, Severity Distribution
Bootstrap, Permutation, SAS, Scalable, Hashing, With Replacement, Without Replacement, Sampling
Permutation, SAS, Scalable, Without Replacement, Sampling, SRSWOR
Basel II, ORSA, Economic Capital, Regulatory Capital, Value-At-Risk, AMA, Loss Distribution Approach, Single Loss Approximation, Solvency II
correlation matrix, stress testing, scenario, financial portfolio, hypersphere, positive definite, polar angles, random matrix theory
Pearson’s, Correlation, Stress Test, Spherical, Angles, Decomposition, Covariance, Polar
VaR, Jensen's Inequality, Quantile, Tail Estimation, Convexity, Economic Capital, Loss Distribution
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Economic Capital, Value-at-Risk (VaR), Advanced Measurement Approach (AMA), Loss Distribution Approach (LDA), Single-Loss Approximation (SLA), Solvency II
