Symbols
| ∀ | for all |
| ∃ | there exists |
| ∪ | union of two sets |
| ∩ | intersection of two sets |
| * | convolution operator |
| F(·) | probability distribution function |
| C(u1, u2, . . . , ud) | d-dimensional Copula probability distribution function. |
 |
tail function (x) = 1 − F(x) |
| f(·) | probability density function |
| h(·) | hazard rate given by  |
| ΦX[θ] | characteristic function for random variable X |
| MX(t) | moment-generating function of random variable X |
| F(n)*(·) | n-fold convolution of distribution function with itself |
| F−1(·) | inverse distribution function (quantile function) |
| Q(α) | quantile function |
| U(y) = Q(1 − 1/y) | tail quantile function |
| F←(·) | generalized inverse |
| g(·) ~ f(·) | function g is asymptotic equivalent to f at infinity (unless specified otherwise) |
| X ~ F(·) | random variable X is distributed according to F |
| X(k,n) | kth largest sample from n samples, that is, the kth order statistic |
| VaRα[·] | value at risk for level α |
| ESα[·] | expected shortfall for level α |
| SRMα[·] | spectral risk measure for level α |
 |
space of integers |
| real line | |
| complex plane | |
| e{·} | real component of complex number ... |
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