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Q4918720 - MaRDI portal

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scientific article; zbMATH DE number 6160790
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English
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scientific article; zbMATH DE number 6160790

    Statements

    author
    Silvia Dedu
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    publication date
    6 May 2013
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    zbMATH Keywords
    retention
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    value-at-risk
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    conditional tail expectations
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    91G70
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    zbMATH DE Number
    6160790
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