On approximations of value at risk and expected shortfall involving kurtosis (Q6116449)
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scientific article; zbMATH DE number 7713653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximations of value at risk and expected shortfall involving kurtosis |
scientific article; zbMATH DE number 7713653 |
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On approximations of value at risk and expected shortfall involving kurtosis (English)
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18 July 2023
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expected shortfall
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kurtosis
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loss distribution
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normal power approximation
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skewness
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value at risk
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