Higher order elicitability and Osband's principle: Expected Shortfall is jointly elicitable with Value at Risk.

  • Tobias Fissler (Redner*in)

Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)

Zeitraum12 Nov. 2015 → 13 Nov. 2015
EreignistitelDependence and Risk Measures
VeranstaltungstypKeine Angaben
BekanntheitsgradInternational