scientific article

zbMath1238.91083MaRDI QIDQ2888098

Unnamed Author, Emanuela Rosazza Gianin, Anna Maria Fiori

Publication date: 30 May 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail indexvalue at riskconditional value at riskscaling rules

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Generalized PELVE and applications to risk measures

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