COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797)
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scientific article; zbMATH DE number 6880357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY |
scientific article; zbMATH DE number 6880357 |
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COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (English)
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4 June 2018
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collective risk model
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value-at-risk
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expected shortfall
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dependence uncertainty
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asymptotic equivalence
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