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Generalized PELVE and applications to risk measures - MaRDI portal

Generalized PELVE and applications to risk measures (Q6173891)

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scientific article; zbMATH DE number 7712310
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English
Generalized PELVE and applications to risk measures
scientific article; zbMATH DE number 7712310

    Statements

    title
    Generalized PELVE and applications to risk measures (English)
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    author
    Anna Maria Fiori
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    publication date
    13 July 2023
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    zbMATH Keywords
    conditional value at risk
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    generalized Pareto distributions
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    risk measures
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    distortion measure
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    Wang premium
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    cites work
    Coherent risk measures
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    Q4550909
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    Q2888098
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    Q4552656
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    Q5253267
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    Identifiers

    zbMATH DE Number
    7712310
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