On risk management problems related to a coherence property (Q5475313): Difference between revisions
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Revision as of 15:27, 29 February 2024
scientific article; zbMATH DE number 5033353
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English | On risk management problems related to a coherence property |
scientific article; zbMATH DE number 5033353 |
Statements
On risk management problems related to a coherence property (English)
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16 June 2006
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coherent measures
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expected shortfall
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value-at-risk
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estimation
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model risk
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