On a robust risk measurement approach for capital determination errors minimization (Q2212174)
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scientific article; zbMATH DE number 7275992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a robust risk measurement approach for capital determination errors minimization |
scientific article; zbMATH DE number 7275992 |
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On a robust risk measurement approach for capital determination errors minimization (English)
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19 November 2020
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uncertainty modeling
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risk measures
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deviation measures
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capital determination
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underestimation and overestimation costs
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0.7921481728553772
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0.7869285941123962
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0.7790734767913818
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0.7756010293960571
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0.7666811347007751
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