Measuring and comparing risks of different types (Q2670105)
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scientific article; zbMATH DE number 7487243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Measuring and comparing risks of different types |
scientific article; zbMATH DE number 7487243 |
Statements
Measuring and comparing risks of different types (English)
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10 March 2022
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asymptotically unbiased estimator
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\(\beta\)-mixing
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convergence in distribution
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expected proportional shortfall
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hypothesis testing
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0.768966555595398
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0.7115606069564819
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0.7077000141143799
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0.6974127888679504
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0.6930657625198364
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