A Theory for Measures of Tail Risk (Q4958558)
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scientific article; zbMATH DE number 7395113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Theory for Measures of Tail Risk |
scientific article; zbMATH DE number 7395113 |
Statements
A Theory for Measures of Tail Risk (English)
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14 September 2021
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Basel III
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tail risk
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risk aggregation
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elicitability
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value at risk
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