Relative bound and asymptotic comparison of expectile with respect to expected shortfall

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Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Tadese, Mekonnen (VerfasserIn)
Weitere Verfasser: Drapeau, Samuel (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Expected shortfall > Expectile > Extreme value > Risk measure > Value at risk > Aufsatz in Zeitschrift
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