Central limit theorems for law-invariant coherent risk measures (Q5388737)
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scientific article; zbMATH DE number 6026098
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| English | Central limit theorems for law-invariant coherent risk measures |
scientific article; zbMATH DE number 6026098 |
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Central Limit Theorems for Law-Invariant Coherent Risk Measures (English)
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20 April 2012
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law-invariant coherent risk measure
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canonical plugin estimate
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functional central limit theorem
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weak dependence
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0.830207884311676
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0.8175630569458008
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0.7963246703147888
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0.7762487530708313
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