On the asymptotic shape of quantile surfaces R4MX33WNRX
| URI | m2://res/R4MX33WNRX |
|---|---|
| Kind | preprint |
| Creators | Florian Gach, Simon Hochgerner |
| Date | 2026-09-25 |
| MSC | 62-XX, 60-XX |
| Subjects | arxiv math.ST, arxiv math.PR, arxiv q-fin.MF, arxiv stat.TH |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2026-09-25 |
| Ids | arXiv 2609.31345 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Quantile derivatives | statement | theorem 1.1 | arxiv |
| Barycentric solution | statement | proposition 3.3 | arxiv |
| Right tail | statement | theorem 3.12 | arxiv |
| GMQDQS4NDG | statement | proposition 3.5 | arxiv |
| Subadditivity of Value-at-Risk in loss tail | statement | corollary 3.9 | arxiv |
| Sub-additivity in the gains tail | statement | corollary 3.13 | arxiv |
| Left tail | statement | theorem 3.6 | arxiv |
Catalogue records
- arxiv: 2609.31345 (work)
- arxiv_text: 2609.31345 (work)