Papayiannis, G. I., & Psarrakos, G. (2025). A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall.
Chicago Style (17th ed.) CitationPapayiannis, Georgios I., and Georgios Psarrakos. A Tail-shape Actuarial Index Based on Equal Level Relationships Between Value at Risk and Expected Shortfall. 2025.
MLA (9th ed.) CitationPapayiannis, Georgios I., and Georgios Psarrakos. A Tail-shape Actuarial Index Based on Equal Level Relationships Between Value at Risk and Expected Shortfall. 2025.
Warning: These citations may not always be 100% accurate.