From Concentration Profiles to Concentration Maps : new tools for the study of loss distributions
Andrea Fontanari, Pasquale Cirillo, Cornelis W. Oosterlee
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Fontanari, Andrea ; Cirillo, Pasquale ; Oosterlee, Cornelis Willebrordus |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 13-29
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| Subject: | Concentration measures | Value-at-Risk | Expected Shortfall | Concentration Profile | Gini index | Risikomaß | Risk measure | Unternehmenskonzentration | Market concentration | Gini-Koeffizient | Gini coefficient | Theorie | Theory | Konzentrationsrate | Concentration ratio | Portfolio-Management | Portfolio selection | Einkommensverteilung | Income distribution | Vermögensverteilung | Wealth distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011825063