Simple risk measure calculations for sums of positive random variables (Q2446008)
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scientific article; zbMATH DE number 6285084
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| English | Simple risk measure calculations for sums of positive random variables |
scientific article; zbMATH DE number 6285084 |
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Simple risk measure calculations for sums of positive random variables (English)
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15 April 2014
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value at risk
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tail value at risk
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beta distribution
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heavy-tailed
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multivariate loss models
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0.83904743
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0.8388876
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0.8387687
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0.83796877
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0.83765525
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0.83740014
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