EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals

Fuente: arXiv

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Bibliographic Details
Main Author:	Deo, Anand
Format:	Preprint
Published:	2025
Subjects:	Risk Management Probability Methodology Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.16230