Robustness and sensitivity analysis of risk measurement procedures (Q3577148)
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scientific article; zbMATH DE number 5763880
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| default for all languages | No label defined |
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| English | Robustness and sensitivity analysis of risk measurement procedures |
scientific article; zbMATH DE number 5763880 |
Statements
Robustness and sensitivity analysis of risk measurement procedures (English)
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5 August 2010
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risk management
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risk measurement
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coherent risk measures
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law invariant risk measures
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value-at-risk
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expected shortfall
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0.8349932432174683
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0.827273964881897
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0.8174964189529419
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0.8165111541748047
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0.806410014629364
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