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Large deviations built on max-stability - MaRDI portal

Large deviations built on max-stability (Q2040048)

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Large deviations built on max-stability
scientific article

    Statements

    title
    Large deviations built on max-stability (English)
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    author
    Michael Kupper
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    José Miguel Zapata
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    published in
    Bernoulli
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    publication date
    9 July 2021
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    zbMATH Keywords
    asymptotic shortfall risk
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    concentration function
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    Laplace principle
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    large deviation principle
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    large deviations
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    max-stable monetary risk measures
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    Identifiers

    DOI
    10.3150/20-BEJ1263
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    zbMATH DE Number
    7370698
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    arXiv ID
    1912.04666
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    OpenAlex ID
    W3155154908
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