From Concentration Profiles to Concentration Maps new tools for the study of loss distributions

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Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Fontanari, Andrea (VerfasserIn)
Weitere Verfasser: Cirillo, Pasquale (VerfasserIn), Oosterlee, Cornelis Willebrordus (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: January 2018
Schlagworte:
Concentration measures > Value-at-Risk > Expected Shortfall > Concentration Profile > Gini index > Aufsatz in Zeitschrift
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