Generalized quantiles as risk measures
Year of publication: |
2014
|
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Authors: | Bellini, Fabio ; Klar, Bernhard ; Müller, Alfred ; Rosazza Gianin, Emanuela |
Published in: |
Insurance / Mathematics & economics. - 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 | Robustes Verfahren | Robust statistics | Risiko | Risk | Theorie | Theory |
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