Risk measures for skew normal mixtures (Q383836)
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scientific article; zbMATH DE number 6236180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures for skew normal mixtures |
scientific article; zbMATH DE number 6236180 |
Statements
Risk measures for skew normal mixtures (English)
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6 December 2013
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finite mixtures
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skew normal distributions
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risk measures
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value-at-risk
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expected shortfall
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