A credibility framework for extreme value-at-risk (Q6612100)
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scientific article; zbMATH DE number 7920022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A credibility framework for extreme value-at-risk |
scientific article; zbMATH DE number 7920022 |
Statements
A credibility framework for extreme value-at-risk (English)
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30 September 2024
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value at risk
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generalised Pareto
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Gauss surface curvature
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mean surface curvature
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Pareto-Pickands
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extreme value distributions
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GPD-surface
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