Keyphrases
Tail Conditional Expectation
100%
Generalized Hyperbolic
100%
Conditional Tail Risk Measures
100%
At-risk
20%
Individual Risk
20%
Historical Data
20%
Closed-form Expression
20%
Risk Measures
20%
Tail Distribution
20%
Correlated Risk
20%
Coherent Risk Measures
20%
Loss Distribution
20%
Family of Distributions
20%
Generalized Hyperbolic Distribution
20%
Financial Companies
20%
Loss Severity
20%
Multivariate Data
20%
Expected Loss
20%
Normal-inverse Gaussian Distribution
20%
Multivariate Generalized Hyperbolic Distribution
20%
Variance gamma
20%
Severity Distribution
20%
Hyperbolic Distribution
20%
Univariate Data
20%
Portfolio Loss
20%
Heavy Right Tails
20%
Used Value
20%
Mathematics
Conditionals
100%
Conditional Expectation
100%
Risk Measure
100%
Variance
20%
Closed Form
20%
Loss Distribution
20%
Multivariate Data
20%
Normal Inverse Gaussian
20%
Historical Data
20%
Value at Risk
20%
Univariate Data
20%
Modeling of Portfolios
20%
Economics, Econometrics and Finance
Conditional Tail Expectation
100%
Modeling of Portfolios
20%