No label defined (Q3002175)
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scientific article; zbMATH DE number 5898106
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5898106 |
Statements
19 May 2011
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extreme values
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exceedances
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Poisson approximation
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partial sums
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heavy tail
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value at risk
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expected shortfall
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risk measure
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self-normalised sum
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0.96203494
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0.9060415
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0.8736252
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0.8710277
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