Regulator-based risk statistics with scenario analysis

DOI10.1155/2021/3056510zbMath1512.62101arXiv1904.11032OpenAlexW3147017356MaRDI QIDQ6317720

Xiaochuan Deng, Fei Sun

Publication date: 16 April 2019

Full work available at URL: https://doi.org/10.1155/2021/3056510

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• External Risk Measures and Basel Accords

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