Pages that link to "Item:Q5349132"
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The following pages link to Tabulations for value at risk and expected shortfall (Q5349132):
Displaying 7 items.
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Introduction to the theory of probabilistic functions and percentiles (value-at-risk) (Q2724690) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- New stochastic comparisons based on tail value at risk measures (Q5079272) (← links)
- Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
- On approximations of value at risk and expected shortfall involving kurtosis (Q6116449) (← links)