AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (Q3393975)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5599339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS |
scientific article; zbMATH DE number 5599339 |
Statements
AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (English)
0 references
28 August 2009
0 references
risk measure
0 references
VaR
0 references
quantile
0 references
axiom
0 references
0.8541261553764343
0 references
0.8205716013908386
0 references
0.7731060981750488
0 references
0.7679415941238403
0 references
0.7376023530960083
0 references
