Measuring the tail risk: an asymptotic approach (Q1746754)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measuring the tail risk: an asymptotic approach |
scientific article; zbMATH DE number 6864726
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring the tail risk: an asymptotic approach |
scientific article; zbMATH DE number 6864726 |
Statements
Measuring the tail risk: an asymptotic approach (English)
0 references
25 April 2018
0 references
asymptotic dependence/ independence
0 references
regular variation
0 references
rapid variation
0 references
sensitivity analysis
0 references
tail risk measure
0 references
0 references
0 references
0 references
