From concentration profiles to concentration maps. New tools for the study of loss distributions
type: Item
instance of: scholarly article
title: From concentration profiles to concentration maps. New tools for the study of loss distributions
zbMATH Open document ID: 1398.91326
author: Andrea Fontanari
author: Pasquale Cirillo
author: Cornelis W. Oosterlee
published in: Insurance Mathematics \& Economics
publication date: 2018-02-15T00:00:00Z
full work available at URL: https://ir.cwi.nl/pub/27143
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6839365
zbMATH Keywords: concentration measures
zbMATH Keywords: value-at-risk
zbMATH Keywords: expected shortfall
zbMATH Keywords: concentration profile
zbMATH Keywords: Gini index
describes a project that uses: robustbase
describes a project that uses: bootlib
MaRDI profile type: Publication
OpenAlex ID: W3122338127
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DOI: 10.1016/J.INSMATHECO.2017.11.003
description: scientific article; zbMATH DE number 6839365