Risk aggregation and Extreme Events [29]

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Bullet points include: Series of independent random variables, x1, ..., xn, each with finite (and bounded) expected value, i and finite (and bounded) standard deviation, i Sn and Zn defined as: Subject to certain regularity conditions, distribution of Zn tends (asymptotically) to unit Normal, i.e. N(0,1) Zn distributed exactly unit Normal for all n, if xj Normally distributed

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