Tail distortion risk and its asymptotic analysis (Q2444711): Difference between revisions
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Revision as of 15:47, 10 February 2024
scientific article
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English | Tail distortion risk and its asymptotic analysis |
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Statements
Tail distortion risk and its asymptotic analysis (English)
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10 April 2014
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distortion risk measure
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regular variation
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tail risk
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tail conditional expectation
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