Range value-at-risk bounds for unimodal distributions under partial information (Q2212135): Difference between revisions
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Revision as of 22:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Range value-at-risk bounds for unimodal distributions under partial information |
scientific article |
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Range value-at-risk bounds for unimodal distributions under partial information (English)
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19 November 2020
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model risk
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value-at-risk
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tail value-at-risk
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range value-at-risk
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convex ordering
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unimodal distributions
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risk bounds
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