From Concentration Profiles to Concentration Maps : new tools for the study of loss distributions
Year of publication: |
January 2018
|
---|---|
Authors: | Fontanari, Andrea ; Cirillo, Pasquale ; Oosterlee, Cornelis Willebrordus |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 13-29
|
Subject: | Concentration measures | Value-at-Risk | Expected Shortfall | Concentration Profile | Gini index | Risikomaß | Risk measure | Unternehmenskonzentration | Market concentration | Theorie | Theory | Gini-Koeffizient | Gini coefficient | Konzentrationsrate | Concentration ratio | Einkommensverteilung | Income distribution |
-
Mussard, Stéphane, (2004)
-
Furman, Edward, (2017)
-
On the General Deviation Measure and the Gini coefficient
Nisani, Doron, (2023)
- More ...
-
Portfolio risk and the quantum majorization of correlation matrices
Fontanari, Andrea, (2021)
-
Gini Estimation Under Infinite Variance
Fontanari, Andrea, (2017)
-
From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions
Fontanari, Andrea, (2017)
- More ...