Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233)
From MaRDI portal
scientific article; zbMATH DE number 7528718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation |
scientific article; zbMATH DE number 7528718 |
Statements
Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (English)
0 references
18 May 2022
0 references
tail distortion risk measure
0 references
value-at-risk
0 references
regular variation
0 references
multivariate regular variation
0 references
