Second order regular variation and conditional tail expectation of multiple risks (Q654832): 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.2011.08.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1978938524 / rank | |||
Normal rank | |||
Revision as of 22:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order regular variation and conditional tail expectation of multiple risks |
scientific article |
Statements
Second order regular variation and conditional tail expectation of multiple risks (English)
0 references
21 December 2011
0 references
second order approximation
0 references
value at risk
0 references
conditional tail expectation
0 references
asymptotic analysis
0 references
sub-extremal multiple risk
0 references
