Risk measurement by G-expected shortfall
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Publication:6484311
DOI10.1155/2021/6611237zbMath1512.91174MaRDI QIDQ6484311
Xing Ye Yue, Xuhui Wang, Ziting Pei
Publication date: 24 January 2022
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Statistical methods; risk measures (91G70) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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