Tail distortion risk and its asymptotic analysis (Q2444711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail distortion risk and its asymptotic analysis |
scientific article |
Statements
Tail distortion risk and its asymptotic analysis (English)
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10 April 2014
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distortion risk measure
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regular variation
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tail risk
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tail conditional expectation
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