EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Estimation of risk capital"
Narrow search

Narrow search

Year of publication
Subject
All
Backtesting 1 Bias 1 Estimation 1 Estimation of risk capital 1 Estimation theory 1 Expected shortfall 1 Generalized Pareto distribution 1 Measurement 1 Messung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk estimation 1 Risk management 1 Risk measure 1 Schätztheorie 1 Schätzung 1 Statistical distribution 1 Statistical test 1 Statistische Verteilung 1 Statistischer Test 1 Systematischer Fehler 1 Unbiased estimation of risk measures 1 Value-at-risk 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Pitera, Marcin 1 Schmidt, Thorsten 1
Published in...
All
Insurance / Mathematics & economics 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Estimating and backtesting risk under heavy tails
Pitera, Marcin; Schmidt, Thorsten - In: Insurance / Mathematics & economics 104 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...