Fissler, Tobias; Ziegel, Johanna F. (2021). On the elicitability of Range Value at Risk. Statistics & risk modeling, 38(1-2), pp. 25-46. De Gruyter 10.1515/strm-2020-0037
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Item Type: |
Journal Article (Original Article) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Ziegel, Johanna F. |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
2193-1402 |
Publisher: |
De Gruyter |
Language: |
English |
Submitter: |
Johanna Ziegel |
Date Deposited: |
28 Mar 2022 15:43 |
Last Modified: |
05 Dec 2022 16:13 |
Publisher DOI: |
10.1515/strm-2020-0037 |
BORIS DOI: |
10.48350/166768 |
URI: |
https://boris.unibe.ch/id/eprint/166768 |
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