Simple risk measure calculations for sums of positive random variables (Q2446008): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.05.007 / rank
 
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Latest revision as of 09:35, 8 July 2024

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Simple risk measure calculations for sums of positive random variables
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    Simple risk measure calculations for sums of positive random variables (English)
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    15 April 2014
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    value at risk
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    tail value at risk
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    beta distribution
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    heavy-tailed
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    multivariate loss models
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