Rates of almost sure convergence of plug-in estimates for distortion risk measures-Reference-Cited by-同舟云学术

Rates of almost sure convergence of plug-in estimates for distortion risk measures

Published:2010-03-03 Issue:2 Volume:74 Page:267-285
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Zähle Henryk

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-010-0302-z.pdf

Reference28 articles.

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5. Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent measures of risk. Math Finance 9: 203–228

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