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

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