Upper bounds on value-at-risk for the maximum portfolio loss (Q482076): Difference between revisions

@@ Property / author @@
+Stilian A. Stoev
@@ Property / author: Stilian A. Stoev / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6381857
@@ Property / zbMATH DE Number: 6381857 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Tawn-Molchanov model
@@ Property / zbMATH Keywords: Tawn-Molchanov model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+max-stable
@@ Property / zbMATH Keywords: max-stable / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+lower orthant order
@@ Property / zbMATH Keywords: lower orthant order / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum portfolio loss
@@ Property / zbMATH Keywords: maximum portfolio loss / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+value at risk
@@ Property / zbMATH Keywords: value at risk / rank @@
+Normal rank

Revision as of 20:33, 30 June 2023