Measuring the tail risk: an asymptotic approach (Q1746754): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 20:04, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the tail risk: an asymptotic approach |
scientific article |
Statements
Measuring the tail risk: an asymptotic approach (English)
0 references
25 April 2018
0 references
asymptotic dependence/ independence
0 references
regular variation
0 references
rapid variation
0 references
sensitivity analysis
0 references
tail risk measure
0 references
