Collective risk models with dependence uncertainty (Q4563797)
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scientific article; zbMATH DE number 6880357
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Collective risk models with dependence uncertainty |
scientific article; zbMATH DE number 6880357 |
Statements
COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (English)
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4 June 2018
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collective risk model
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value-at-risk
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expected shortfall
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dependence uncertainty
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asymptotic equivalence
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0.850612223148346
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0.8201414346694946
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0.8055402636528015
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0.7838608026504517
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0.7767277956008911
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