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

Aktivität: VortragWissenschaftlicher Vortrag (Science-to-Science)

Zeitraum12 Nov. 201513 Nov. 2015
EreignistitelDependence and Risk Measures
VeranstaltungstypKeine Angaben
BekanntheitsgradInternational