1
-
1
of
1
results (0.5 seconds)
Sort By:
-
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This ... Math. Econom. (2012) to appear. [7] Tsanakas, A. Dynamic capital allocation with distortion risk measures ...- Authors: Fan Yang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM