V@R representation theorems in ambiguous frameworks

DOI10.1002/asmb.2425MaRDI QIDQ6574568

Jean-Philippe Charron, Alejandro Balbas

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

representation theoremambiguityheavy tailvalue at risk

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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