СЕМЕЙСТВО МЕР РИСКА VAR В ПРОИЗВОЛЬНОЙ СТЕПЕНИ t >= 1. СПОСОБЫ ИХ ВЫЧИСЛЕНИЯ И ПРИМЕНЕНИЯ (Family of Risk Measures Var at an Arbitrary Degree T> = 1. Methods of Their Calculation and Application)
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Abstract
Russian Abstract:В работе предложены новые меры риска VaR в различных степенях, исследованы свойства, предложены формулы для их вычисления и применения.
English Abstract:The paper proposes new measures of risk VaR in various degrees, investigates properties, proposes formulas for their calculation and application.
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