Sensitivity of risk measures with respect to the normal approximation of total claim distributions
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2010, Ausgabe 33, 2010
- Schlagwort
-
Risiko
Messung
Risikomodell
Statistische Verteilung
Statistischer Fehler
Robustes Verfahren
Theorie
Risiko
Messung
Änderungsrisiko
Wahrscheinlichkeitsverteilung
Fehler in den Variablen
Fehlerrechnung
Fehlertheorie
Messfehler
Robuste Statistik
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2010
- Urheber
- DOI
-
10.18452/4261
- URN
-
urn:nbn:de:kobv:11-100112694
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Krätschmer, Volker
- Zähle, Henryk
- Humboldt-Universität zu Berlin
Entstanden
- 2010
Ähnliche Objekte (12)
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Approximation by Penultimate Extreme Value Distributions
Approximation with respect to disc polynomials
New classes of large claim size distributions : introduction, properties and applications
CVaR sensitivity with respect to tail thickness
Claim
Sensitivity analysis of SAR estimators: A numerical approximation
Claim file
NESCAFE - Claim
Plot claim
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation
Optimal foreign borrowing: Sensitivity analysis with respect to the planning horizon
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Approximation by Penultimate Extreme Value Distributions
Approximation with respect to disc polynomials
New classes of large claim size distributions : introduction, properties and applications
CVaR sensitivity with respect to tail thickness
Claim
Sensitivity analysis of SAR estimators: A numerical approximation
Claim file
NESCAFE - Claim
Plot claim
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation
Optimal foreign borrowing: Sensitivity analysis with respect to the planning horizon
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Approximation by Penultimate Extreme Value Distributions
Approximation with respect to disc polynomials
New classes of large claim size distributions : introduction, properties and applications
CVaR sensitivity with respect to tail thickness
Claim
Sensitivity analysis of SAR estimators: A numerical approximation
Claim file
NESCAFE - Claim
Plot claim
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation