An upper limit of the expected shortfall

zbMATH Open1333.62260MaRDI QIDQ2801367FDOQ2801367

Hans Schmitter

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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