Barczy Mátyás and Nedényi Fanni and Sütő László:
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls.
INSURANCE MATHEMATICS & ECONOMICS, 108.
pp. 107-128.
ISSN 0167-6687
(2023)
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| Item Type: | Journal Article | |||
| Journal or Publication Title: | INSURANCE MATHEMATICS & ECONOMICS | |||
| Date: | 2023 | |||
| Volume: | 108 | |||
| Page Range: | pp. 107-128 | |||
| ISSN: | 0167-6687 | |||
| Faculty/Unit: | Faculty of Science and Informatics | |||
| Institution: | University of Szeged (2000-) | |||
| Language: | English | |||
| MTMT rekordazonosító: | 33429304 | |||
| DOI azonosító: | https://doi.org/10.1016/j.insmatheco.2022.11.004 | |||
| Date Deposited: | 2025. May. 14. 13:27 | |||
| Last Modified: | 2025. May. 14. 13:27 | |||
| URI: | http://publicatio.bibl.u-szeged.hu/id/eprint/36719 |
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