Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions |
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Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (English)
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14 December 2015
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tail value-at-risk
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tail conditional expectation
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tail variance premium
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