Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185)
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scientific article; zbMATH DE number 7859958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the loss-based tail risk measures in the presence of extreme risks |
scientific article; zbMATH DE number 7859958 |
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Asymptotics of the loss-based tail risk measures in the presence of extreme risks (English)
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4 June 2024
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asymptotics
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loss function
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dependence
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extreme value theory
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regular variation
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