standard-errors
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P2.T5.22.2 Coherent measures and their standard errors
Learning objectives: Describe coherent risk measures. Estimate risk measures by estimating quantiles. Evaluate estimators of risk measures by estimating their standard errors. Interpret quantile-quantile (QQ) plots to Identify the characteristics of a distribution. Questions: 22.1. Peter fit...- Nicole Seaman
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P2.T5.709. Coherent risk measures (Dowd, Ch.3)
Learning objectives: Define coherent risk measures. Estimate risk measures by estimating quantiles. Evaluate estimators of risk measures by estimating their standard errors. Interpret QQ plots to identify the characteristics of a distribution. Questions: 709.1. Sally is a Risk Analyst who...- Nicole Seaman
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