Q3002175 (Q3002175): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
19 May 2011
0 references
extreme values
0 references
exceedances
0 references
Poisson approximation
0 references
partial sums
0 references
heavy tail
0 references
value at risk
0 references
expected shortfall
0 references
risk measure
0 references
self-normalised sum
0 references
