Multivariate extensions of expectiles risk measures (Q515556)
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English | Multivariate extensions of expectiles risk measures |
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Multivariate extensions of expectiles risk measures (English)
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16 March 2017
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multivariate risk measures
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solvency 2
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risk management
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risk theory
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dependence modeling
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capital allocation
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multivariate expectiles
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elicitability
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coherence properties
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stochastic approximation
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copulas
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