Multinomial backtesting of distortion risk measures (Q6665595)
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scientific article; zbMATH DE number 7969398
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multinomial backtesting of distortion risk measures |
scientific article; zbMATH DE number 7969398 |
Statements
Multinomial backtesting of distortion risk measures (English)
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17 January 2025
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distortion risk measures
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backtesting
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multinomial tests
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solvency capital
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internal models
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0.7491286993026733
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0.7465576529502869
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0.74544358253479
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0.7379221320152283
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0.7360677123069763
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