Tail nonlinearly transformed risk measure and its application
Year of publication: |
2012
|
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Authors: | Chen, Zhiping ; Li Yang ; Xu, Daobao ; Hu, Qianhui |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 34.2012, 4, p. 817-860
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Subject: | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Risikomanagement | Risk management | Nichtlineare Regression | Nonlinear regression |
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