Risk measures for skew normal mixtures (Q383836)

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Risk measures for skew normal mixtures
scientific article

    Statements

    title
    Risk measures for skew normal mixtures (English)
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    author
    Mauro Bernardi
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    publication date
    6 December 2013
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    zbMATH Keywords
    finite mixtures
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    skew normal distributions
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    risk measures
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    value-at-risk
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    expected shortfall
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    Identifiers

    Mathematics Subject Classification ID
    62E15
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    62N05
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    91B30
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    zbMATH DE Number
    6236180
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