Generalized PELVE and applications to risk measures (Q6173891)
From MaRDI portal
scientific article; zbMATH DE number 7712310
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
