Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Lihua Sun; L. Jeff Hong
| Year of publication: |
2010
|
|---|---|
| Authors: | Sun, Lihua ; Hong, L. Jeff |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 38.2010, 4, p. 246-251
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| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003984224