ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508): Difference between revisions

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Latest revision as of 16:06, 28 July 2024

scientific article; zbMATH DE number 7508900
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English
ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS
scientific article; zbMATH DE number 7508900

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    ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (English)
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    19 April 2022
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    estimation
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    risk measures
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    heavy-tailed distribution
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    tail index
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    extreme quantiles
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    bias reduction
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