Risk measures for skew normal mixtures (Q383836): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62N05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6236180 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
finite mixtures | |||
| Property / zbMATH Keywords: finite mixtures / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
skew normal distributions | |||
| Property / zbMATH Keywords: skew normal distributions / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
risk measures | |||
| Property / zbMATH Keywords: risk measures / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
value-at-risk | |||
| Property / zbMATH Keywords: value-at-risk / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
expected shortfall | |||
| Property / zbMATH Keywords: expected shortfall / rank | |||
Normal rank | |||
Revision as of 12:22, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures for skew normal mixtures |
scientific article |
Statements
Risk measures for skew normal mixtures (English)
0 references
6 December 2013
0 references
finite mixtures
0 references
skew normal distributions
0 references
risk measures
0 references
value-at-risk
0 references
expected shortfall
0 references
