Generalized PELVE and applications to risk measures (Q6173891)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7712310
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized PELVE and applications to risk measures |
scientific article; zbMATH DE number 7712310 |
Statements
Generalized PELVE and applications to risk measures (English)
0 references
13 July 2023
0 references
conditional value at risk
0 references
generalized Pareto distributions
0 references
risk measures
0 references
distortion measure
0 references
Wang premium
0 references
0 references
0.807889997959137
0 references
0.7515853643417358
0 references
0.7243233919143677
0 references
0.7227562665939331
0 references
