Asymptotic distribution of law-invariant risk functionals (Q650758): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00780-009-0121-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2042935383 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59254971 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of Coherent Risk Measures to Capital Requirements in Insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating conditional tail expectation with actuarial applications in view / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted V\@R and its properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk capital allocation by coherent risk measures based on one-sided moments. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4162318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Failure rate of the minimum and maximum of a multivariate normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Put Option Premiums and Coherent Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Estimation of Risk Measures and Related Quantities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measures, distortion parameters, and their empirical estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4552656 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Satisfying convex risk limits by trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On distortion functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subdifferential representations of risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized deviations in risk analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent risk measures in inventory problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functions of Order Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank

Latest revision as of 17:21, 4 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic distribution of law-invariant risk functionals
scientific article

    Statements

    Asymptotic distribution of law-invariant risk functionals (English)
    0 references
    0 references
    0 references
    27 November 2011
    0 references
    0 references
    risk functionals
    0 references
    law-invariance
    0 references
    asymptotic normality
    0 references
    M-theorems
    0 references
    0 references
    0 references