Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity

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Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity

Author: Williamson, Robert C.; Fröhlich, Christian
Tübinger Autor(en):
Williamson, Robert C.
Issue year: 2023-01-23
Verlagsangabe: arXiv
Language: English
Full text: https://doi.org/10.48550/arXiv.2208.03066
DDC Classifikation: 004 - Data processing and computer science
Dokumentart: Preprint
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