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Gamma distribution / Chi-squared distribution / Risk measure / Diversification / Incomplete gamma function / Gamma function / Mathematical analysis / Mathematics / Financial risk
Date: 2012-04-11 20:49:32
Gamma distribution
Chi-squared distribution
Risk measure
Diversification
Incomplete gamma function
Gamma function
Mathematical analysis
Mathematics
Financial risk

ANALYTICAL EVALUATION OF ECONOMIC RISK CAPITAL FOR PORTFOLIOS OF GAMMA RISKS

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