Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340)
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scientific article; zbMATH DE number 5290248
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios |
scientific article; zbMATH DE number 5290248 |
Statements
Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (English)
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18 June 2008
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asymptotic distribution
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conditional tail expectation
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hypothesis testing
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insurance losses
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risk measures
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0.7140158414840698
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0.7108129262924194
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0.7001842260360718
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0.6995584964752197
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0.6989063620567322
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