On quantile based co-risk measures and their estimation (Q830310): Difference between revisions

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Latest revision as of 18:23, 25 July 2024

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On quantile based co-risk measures and their estimation
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    On quantile based co-risk measures and their estimation (English)
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    7 May 2021
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    co-value-at-risk
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    co-risk measure
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    checkerboard copula
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    weak convergence
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    estimation
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