Expected shortfall estimation for apparently infinite-mean models of operational risk (Q4554222): Difference between revisions
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scientific article; zbMATH DE number 6976820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected shortfall estimation for apparently infinite-mean models of operational risk |
scientific article; zbMATH DE number 6976820 |
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Expected shortfall estimation for apparently infinite-mean models of operational risk (English)
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13 November 2018
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value-at-risk
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expected shortfall
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dual distribution
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fat tails
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upper bound
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operational risk
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dismal theorem
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