Risk measures for skew normal mixtures (Q383836)
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 6236180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk measures for skew normal mixtures |
scientific article; zbMATH DE number 6236180 |
Statements
Risk measures for skew normal mixtures (English)
0 references
6 December 2013
0 references
finite mixtures
0 references
skew normal distributions
0 references
risk measures
0 references
value-at-risk
0 references
expected shortfall
0 references
0 references
0 references
0.7756483554840088
0 references
0.7716898918151855
0 references
0.7682858109474182
0 references
0.7648010849952698
0 references
0.7572030425071716
0 references
