Second order regular variation and conditional tail expectation of multiple risks (Q654832)
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scientific article; zbMATH DE number 5991264
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| default for all languages | No label defined |
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| English | Second order regular variation and conditional tail expectation of multiple risks |
scientific article; zbMATH DE number 5991264 |
Statements
Second order regular variation and conditional tail expectation of multiple risks (English)
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21 December 2011
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second order approximation
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value at risk
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conditional tail expectation
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asymptotic analysis
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sub-extremal multiple risk
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0.8060652017593384
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0.8044885993003845
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0.8042128086090088
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0.7909896969795227
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