نتایج جستجو برای: tail weightp

تعداد نتایج: 52056  

Journal: :Medical Journal Armed Forces India 2000

Journal: :ACM Transactions on Storage 2017

Journal: :Blue Jay 1952

Journal: :Journal of Applied Probability 2014

Journal: :Annals of Indian Academy of Neurology 2019

Journal: :Journal of International Money and Finance 2017

Journal: :Nephrology Dialysis Transplantation 2003

Journal: :International Journal of Finance & Economics 2020

Journal: :The Journal of Finance and Data Science 2022

Value at risk (VaR) and expected shortfall (ES) are common high quantile-based measures adopted in financial regulations management. In this paper, we propose a tail measure based on the most probable maximum size of events (MPMR) that can occur over length time. MPMR underscores dependence management time frame. Unlike VaR ES, does not require specifying confidence level. We derive analyticall...

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