Credible risk measures with applications in actuarial sciences and finance (Q2520466)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credible risk measures with applications in actuarial sciences and finance |
scientific article |
Statements
Credible risk measures with applications in actuarial sciences and finance (English)
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13 December 2016
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quantile credibility
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credible risk measures
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influence function
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value at risk
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conditional tail expectation
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