Expected shortfall estimation for apparently infinite-mean models of operational risk (Q4554222)
From MaRDI portal
scientific article; zbMATH DE number 6976820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected shortfall estimation for apparently infinite-mean models of operational risk |
scientific article; zbMATH DE number 6976820 |
Statements
Expected shortfall estimation for apparently infinite-mean models of operational risk (English)
0 references
13 November 2018
0 references
value-at-risk
0 references
expected shortfall
0 references
dual distribution
0 references
fat tails
0 references
upper bound
0 references
operational risk
0 references
dismal theorem
0 references
