From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: bootlib / rank | |||
Normal rank | |||
Revision as of 06:07, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From concentration profiles to concentration maps. New tools for the study of loss distributions |
scientific article |
Statements
From concentration profiles to concentration maps. New tools for the study of loss distributions (English)
0 references
15 February 2018
0 references
concentration measures
0 references
value-at-risk
0 references
expected shortfall
0 references
concentration profile
0 references
Gini index
0 references
