Risk measures and Pareto style tails (Q2888098)
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scientific article; zbMATH DE number 6039582
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| default for all languages | No label defined |
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| English | Risk measures and Pareto style tails |
scientific article; zbMATH DE number 6039582 |
Statements
30 May 2012
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value at risk
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conditional value at risk
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scaling rules
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tail index
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0.820787250995636
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0.789951503276825
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0.7864891290664673
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0.7820903062820435
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0.7813721895217896
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