Risk functionals with convex level sets (Q5855959)
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scientific article; zbMATH DE number 7326786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk functionals with convex level sets |
scientific article; zbMATH DE number 7326786 |
Statements
Risk functionals with convex level sets (English)
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23 March 2021
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backtestability
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convex level sets
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expected shortfall
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elicitability
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quantiles
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