On quantile based co-risk measures and their estimation (Q830310)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quantile based co-risk measures and their estimation |
scientific article |
Statements
On quantile based co-risk measures and their estimation (English)
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7 May 2021
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co-value-at-risk
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co-risk measure
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checkerboard copula
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weak convergence
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estimation
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