Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions |
scientific article; zbMATH DE number 6520862
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions |
scientific article; zbMATH DE number 6520862 |
Statements
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (English)
0 references
14 December 2015
0 references
tail value-at-risk
0 references
tail conditional expectation
0 references
tail variance premium
0 references
0 references
0 references
0.903300940990448
0 references
0.8557437062263489
0 references
0.7992237210273743
0 references
0.7977420091629028
0 references
0.7923251390457153
0 references
