From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q592663
Normalize DOI.
 
(6 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.insmatheco.2017.11.003 / rank
Normal rank
 
Property / author
 
Property / author: Cornelis W. Oosterlee / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: robustbase / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: bootlib / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122338127 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial markets theory. Equilibrium, efficiency and information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local polynomial maximum likelihood estimation for Pareto-type distributions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ethical Indices for the Measurement of Poverty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized convexity and optimization. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme-quantile tracking for financial time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Income Distributions and Lorenz Curves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are your data really Pareto distributed? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expected shortfall estimation for apparently infinite-mean models of operational risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4370586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasiconvex risk statistics with scenario analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4318617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Representation of Quasi-convex Conditional Maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Size Distributions in Economics and Actuarial Sciences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5253267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of distributions by properties of truncated Gini index and mean difference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stationary Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Gini methodology. A primer on a statistical methodology. / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2017.11.003 / rank
 
Normal rank

Latest revision as of 04:26, 11 December 2024

scientific article
Language Label Description Also known as
English
From concentration profiles to concentration maps. New tools for the study of loss distributions
scientific article

    Statements

    From concentration profiles to concentration maps. New tools for the study of loss distributions (English)
    0 references
    0 references
    0 references
    0 references
    15 February 2018
    0 references
    concentration measures
    0 references
    value-at-risk
    0 references
    expected shortfall
    0 references
    concentration profile
    0 references
    Gini index
    0 references

    Identifiers