From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209)
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scientific article; zbMATH DE number 6839365
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| English | From concentration profiles to concentration maps. New tools for the study of loss distributions |
scientific article; zbMATH DE number 6839365 |
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From concentration profiles to concentration maps. New tools for the study of loss distributions (English)
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15 February 2018
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concentration measures
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value-at-risk
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expected shortfall
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concentration profile
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Gini index
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0.7631030082702637
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0.7585205435752869
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0.7470934987068176
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0.7437137365341187
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0.7324395775794983
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