Properties of the entropic risk measure EVaR in relation to selected distributions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mishura, Yuliya, Ralchenko, Kostiantyn, Zelenko, Petro, Zubchenko, Volodymyr
Format:	Preprint
Published:	2024
Subjects:	Risk Management Probability 91G70, 60E05, 60E10, 33E99
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.01468