Quantile-Based Risk Sharing (Q4971388): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 02:02, 28 February 2024
scientific article; zbMATH DE number 7258959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile-Based Risk Sharing |
scientific article; zbMATH DE number 7258959 |
Statements
Quantile-Based Risk Sharing (English)
0 references
12 October 2020
0 references
value-at-risk
0 references
expected shortfall
0 references
risk sharing
0 references
regulatory capital
0 references
robustness
0 references
Arrow-Debreu equilibrium
0 references
