Research School of Finance, Actuarial Studies,
and Applied Statistics
Canberra, Australian Capital Territory 2601
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Australian National University
Extreme quantile; heavy-tailed; random sum; subexponential; value at risk
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File name: SSRN-id2802553.
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extreme quantile, heavy-tailed, random sum, subexponential, value-at-risk
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