DC Field
Value
Language
dc.contributor.author
Hubalek, Friedrich
-
dc.date.accessioned
2025-10-14T07:02:19Z
-
dc.date.available
2025-10-14T07:02:19Z
-
dc.date.issued
2025-05-14
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Hubalek, F. (2025). On the sensitivity of Tail Conditional Expectation and other risk measures with respect to small changes in large portfolios. In <i>CONTROL &#38; OPTIMISATION 2025 : Bari, May 12-14 University of Bari “Aldo Moro" : Book of Abstracts</i> (pp. 11–11). http://hdl.handle.net/20.500.12708/219972</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/219972
-
dc.description
https://www.dm.uniba.it/it/ricerca/convegni/2025/contropt2025
-
dc.language.iso
en
-
dc.subject
Cornish-Fisher expansion
en
dc.subject
risk measure asymptotics
en
dc.subject
insurance cancellation calculations
en
dc.title
On the sensitivity of Tail Conditional Expectation and other risk measures with respect to small changes in large portfolios
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
11
-
dc.description.endpage
11
-
dc.type.category
Abstract Book Contribution
-
tuw.booktitle
CONTROL & OPTIMISATION 2025 : Bari, May 12-14 University of Bari “Aldo Moro" : Book of Abstracts
-
tuw.publication.invited
invited
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C6
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Modeling and Simulation
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
30
-
tuw.researchTopic.value
40
-
tuw.researchTopic.value
30
-
tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
dc.description.numberOfPages
1
-
tuw.event.name
CONTROL & OPTIMISATION 2025
en
tuw.event.startdate
12-05-2025
-
tuw.event.enddate
14-05-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Bari
-
tuw.event.country
IT
-
tuw.event.presenter
Hubalek, Friedrich
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
10
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
70
-
item.openairecristype
http://purl.org/coar/resource_type/c_5794
-
item.grantfulltext
none
-
item.cerifentitytype
Publications
-
item.fulltext
no Fulltext
-
item.openairetype
conference paper
-
item.languageiso639-1
en
-
crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
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