Simple risk measure calculations for sums of positive random variables (Q2446008): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.05.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039872140 / rank | |||
Normal rank | |||
Revision as of 19:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple risk measure calculations for sums of positive random variables |
scientific article |
Statements
Simple risk measure calculations for sums of positive random variables (English)
0 references
15 April 2014
0 references
value at risk
0 references
tail value at risk
0 references
beta distribution
0 references
heavy-tailed
0 references
multivariate loss models
0 references
