Generalized quantiles as risk measures
Fabio Bellini; Bernhard Klar; Alfred Müller; Emanuela Rosazza Gianin
| Year of publication: |
2014
|
|---|---|
| Authors: | Bellini, Fabio ; Klar, Bernhard ; Müller, Alfred ; Rosazza Gianin, Emanuela |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 41-48
|
| Subject: | Expectile | Coherence | Elicitability | Kusuoka representation | Robustness | Wasserstein metric | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Risiko | Risk | Robustes Verfahren | Robust statistics |
| 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/10010259683