High level quantile approximations of sums of risks (Q906345)
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scientific article; zbMATH DE number 6534018
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High level quantile approximations of sums of risks |
scientific article; zbMATH DE number 6534018 |
Statements
High level quantile approximations of sums of risks (English)
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21 January 2016
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regularly varying functions
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value at risk estimation
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risk aggregation
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0.88678735
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0.88190836
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0.88088727
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0.87906283
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0.87168527
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0.87155205
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0.86986923
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