Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Family
Year of publication: |
2015
|
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Authors: | Ignatieva, Katja ; Landsman, Zinoviy |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Familie | Family | Messung | Measurement | Schätztheorie | Estimation theory | Risiko | Risk |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | UNSW Business School Research Paper ; No. 2015ACTL07 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2577063 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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