Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007)
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scientific article; zbMATH DE number 7931646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the entropic risk measure EVaR in relation to selected distributions |
scientific article; zbMATH DE number 7931646 |
Statements
Properties of the entropic risk measure EVaR in relation to selected distributions (English)
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24 October 2024
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entropic value-at-risk
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Poisson distribution
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gamma distribution
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Laplace distribution
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inverse Gaussian distribution
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normal inverse Gaussian distribution
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Lambert function
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