On risk management problems related to a coherence property (Q5475313)
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scientific article; zbMATH DE number 5033353
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On risk management problems related to a coherence property |
scientific article; zbMATH DE number 5033353 |
Statements
On risk management problems related to a coherence property (English)
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16 June 2006
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coherent measures
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expected shortfall
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value-at-risk
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estimation
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model risk
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0.8294576406478882
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0.8147793412208557
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0.7865337133407593
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0.7839158773422241
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0.7789388298988342
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