On quantile based co-risk measures and their estimation (Q830310): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quantile based co-risk measures and their estimation |
scientific article |
Statements
On quantile based co-risk measures and their estimation (English)
0 references
7 May 2021
0 references
co-value-at-risk
0 references
co-risk measure
0 references
checkerboard copula
0 references
weak convergence
0 references
estimation
0 references
