No label defined (Q4962328)
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scientific article; zbMATH DE number 6971100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6971100 |
Statements
2 November 2018
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elliptical distributions
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tail conditional expectations
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tail variance
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tail VAR
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tail covariance
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coherent risk measures
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