The tail Stein's identity with applications to risk measures
Year of publication: |
2016
|
---|---|
Authors: | Landsman, Zinoviy ; Valdez, Emiliano |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 20.2016, 4, p. 313-326
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Risiko | Risk |
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