Generalized PELVE and applications to risk measures (Q6173891)
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scientific article; zbMATH DE number 7712310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized PELVE and applications to risk measures |
scientific article; zbMATH DE number 7712310 |
Statements
Generalized PELVE and applications to risk measures (English)
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13 July 2023
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conditional value at risk
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generalized Pareto distributions
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risk measures
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distortion measure
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Wang premium
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