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Reliable alternative ways to manage the risk of extreme events - MaRDI portal

Reliable alternative ways to manage the risk of extreme events (Q6615787)

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scientific article; zbMATH DE number 7923476
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English
Reliable alternative ways to manage the risk of extreme events
scientific article; zbMATH DE number 7923476

    Statements

    Reliable alternative ways to manage the risk of extreme events (English)
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    8 October 2024
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    conditional tail expectation
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    generalized means
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    heavy-tailed parents
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    risk modeling
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    semi-parametric estimation
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