On approximations of value at risk and expected shortfall involving kurtosis (Q6116449)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On approximations of value at risk and expected shortfall involving kurtosis |
scientific article; zbMATH DE number 7713653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximations of value at risk and expected shortfall involving kurtosis |
scientific article; zbMATH DE number 7713653 |
Statements
On approximations of value at risk and expected shortfall involving kurtosis (English)
0 references
18 July 2023
0 references
expected shortfall
0 references
kurtosis
0 references
loss distribution
0 references
normal power approximation
0 references
skewness
0 references
value at risk
0 references
