Measuring the tail risk: an asymptotic approach
type: Item
instance of: scholarly article
title: Measuring the tail risk: an asymptotic approach
zbMATH Open document ID: 1388.62140
author: Alexandru V. Asimit
author: Jinzhu Li
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-04-25T00:00:00Z
full work available at URL: Asimit Li 2017 Expected Loss final SSRN version.pdf
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6864726
zbMATH Keywords: asymptotic dependence/ independence
zbMATH Keywords: regular variation
zbMATH Keywords: rapid variation
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: tail risk measure
describes a project that uses: QRM
MaRDI profile type: Publication
OpenAlex ID: W2731166071
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Wikidata QID: Q130098774
DOI: 10.1016/J.JMAA.2018.03.019
description: scientific article; zbMATH DE number 6864726