The use of flexible quantile-based measures in risk assessment (Q2807796)
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scientific article; zbMATH DE number 6584987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of flexible quantile-based measures in risk assessment |
scientific article; zbMATH DE number 6584987 |
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The use of flexible quantile-based measures in risk assessment (English)
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25 May 2016
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quantiles
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risk management
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subadditivity
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tails
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value-at-risk
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risk assessment
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GlueVaR measures
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Cornish-Fisher expansion
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0.86573243
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0.85525763
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0.8527663
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0.8516221
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0.84993774
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0.8491088
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