A Summation Index that is going upward is bullish for the market as can be seen below in the first chart, unless of course the market decides to take another turn. The summation bar chart (second ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...