On two estimates of a risk measure (Q3556710)
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scientific article; zbMATH DE number 5701600
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On two estimates of a risk measure |
scientific article; zbMATH DE number 5701600 |
Statements
On Two Estimates of a Risk Measure (English)
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26 April 2010
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weighted V{\@}R
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coherent risk measure
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minimal V{\@}R
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limit theorems for \(L\)-statistics
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0.7718067169189453
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0.7674076557159424
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0.7647405862808228
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0.7564741969108582
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0.754478931427002
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