A theory for measures of tail risk (Q4958558)
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scientific article; zbMATH DE number 7395113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A theory for measures of tail risk |
scientific article; zbMATH DE number 7395113 |
Statements
A Theory for Measures of Tail Risk (English)
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14 September 2021
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Basel III
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tail risk
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risk aggregation
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elicitability
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value at risk
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0.8380393385887146
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0.7920157313346863
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0.7854599356651306
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0.780160665512085
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0.7753331065177917
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