Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451)
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scientific article; zbMATH DE number 6903652
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| English | Tail mutual exclusivity and Tail-VaR lower bounds |
scientific article; zbMATH DE number 6903652 |
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Tail mutual exclusivity and Tail-VaR lower bounds (English)
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13 July 2018
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mutual exclusivity
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stop-loss transform
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tail convex order
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risk measures
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0.7631819844245911
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0.7571693658828735
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0.7562733888626099
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0.7548784017562866
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