Measuring the tail risk: an asymptotic approach (Q1746754)
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scientific article; zbMATH DE number 6864726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the tail risk: an asymptotic approach |
scientific article; zbMATH DE number 6864726 |
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Measuring the tail risk: an asymptotic approach (English)
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25 April 2018
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asymptotic dependence/ independence
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regular variation
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rapid variation
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sensitivity analysis
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tail risk measure
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