An examination of the tail contribution to distortion risk measures
Miguel Santolino, Jaume Belles-Sampera, José María Sarabia and Montserrat Guillen
| Year of publication: |
2021
|
|---|---|
| Authors: | Santolino, Miguel ; Belles-Sampera, James ; Sarabia, José María ; Guillén, Montserrat |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2021, 6, p. 95-119
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| Subject: | risk management | tail risk | extreme losses | diversification | Lebesgue-Stieltjes integral | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risiko | Risk | Messung | Measurement | Diversifikation | Diversification | Welt | World | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2021.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013473149