The use of flexible quantile-based measures in risk assessment (Q2807796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of flexible quantile-based measures in risk assessment |
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The use of flexible quantile-based measures in risk assessment (English)
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25 May 2016
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quantiles
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risk management
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subadditivity
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tails
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value-at-risk
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risk assessment
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GlueVaR measures
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Cornish-Fisher expansion
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