scientific article; zbMATH DE number 1424404

zbMATH Open0944.91033MaRDI QIDQ4945630

G. Tsevas, John Panaretos

Publication date: 23 March 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

central limit theoremquantilesvalue-at-riskmean excess functionpeaks over threshold-methodshortfall distributionstandard extreme value distributions

Mathematics Subject Classification ID

Related Items (4)

Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Extreme market risk and extreme value theory ⋮ NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4945630)