Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios |
scientific article |
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Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (English)
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18 June 2008
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asymptotic distribution
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conditional tail expectation
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hypothesis testing
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insurance losses
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risk measures
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