Bounds on Tail Probabilities and Value at Risk Given Moment Information
Year of publication: |
2014
|
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Authors: | Tian, Ruilin |
Other Persons: | Cox, Samuel H. (contributor) ; Zuluaga, Luis (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2273124 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G22 - Insurance; Insurance Companies ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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