On quantile based co-risk measures and their estimation
type: Item
instance of: scholarly article
title: On quantile based co-risk measures and their estimation
zbMATH Open document ID: 1460.62070
author: Sebastian Fuchs
author: Wolfgang Trutschnig
published in: Dependence Modeling
publication date: 2021-05-07T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7345652
zbMATH Keywords: co-value-at-risk
zbMATH Keywords: co-risk measure
zbMATH Keywords: checkerboard copula
zbMATH Keywords: weak convergence
zbMATH Keywords: estimation
MaRDI profile type: Publication
full work available at URL: demo-2020-0021
OpenAlex ID: W3112984387
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DOI: 10.1515/DEMO-2020-0021
description: scientific article; zbMATH DE number 7345652