When is tail mean estimation more efficient than tail median? : answers and implications for quantitative risk management
Year of publication: |
March 2018
|
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Authors: | Barnard, Roger W. ; Pearce, Kent ; Trindade, A. Alexandre |
Published in: |
Risk management approaches in engineering applications. - New York, NY, USA : Springer. - 2018, p. 47-65
|
Subject: | Risikomanagement | Risk management | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
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