Funder
Natural Sciences and Engineering Research Council of Canada
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference64 articles.
1. On the coherence of expected shortfall;Acerbi;Journal of Banking & Finance,2002
2. Pareto Distributions;Arnold,2015
3. A First Course in Order Statistics;Arnold,2008
4. Application of coherent risk measures to capital requirements in insurance;Artzner;North American Actuarial Journal,1999
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献