Asymptotic behavior of the empirical conditional value-at-risk
Year of publication: |
2011
|
---|---|
Authors: | Gao, Fuqing ; Wang, Shaochen |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 49.2011, 3, p. 345-352
|
Publisher: |
Elsevier |
Subject: | Conditional value-at-risk | Berry–Essen bound | Law of iterated logarithm | Large deviation principle | Moderate deviation principle |
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