On quantile based co-risk measures and their estimation
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Publication:830310
DOI10.1515/DEMO-2020-0021zbMath1460.62070OpenAlexW3112984387MaRDI QIDQ830310
Wolfgang Trutschnig, Sebastian Fuchs
Publication date: 7 May 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2020-0021
Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Cites Work
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