Avoiding zero probability events when computing value at risk contributions (Q2172041)
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scientific article; zbMATH DE number 7585148
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Avoiding zero probability events when computing value at risk contributions |
scientific article; zbMATH DE number 7585148 |
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Avoiding zero probability events when computing value at risk contributions (English)
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14 September 2022
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risk management
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capital allocation
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value at risk
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Euler principle
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sensitivity analysis
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0.8372697
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0.8339488
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0.82003534
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0.8199506
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