Multivariate shortfall risk statistics with scenario analysis (Q5079264)
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scientific article; zbMATH DE number 7532297
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| default for all languages | No label defined |
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| English | Multivariate shortfall risk statistics with scenario analysis |
scientific article; zbMATH DE number 7532297 |
Statements
Multivariate shortfall risk statistics with scenario analysis (English)
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25 May 2022
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(multivariate) risk measures
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multivariate shortfall risk statistics
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convex risk statistics
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loss function
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