JEWLScholar@MTSU Repository

Browsing by Author "Ye, Ye"

Browsing by Author "Ye, Ye"

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  • Ye, Ye (Middle Tennessee State University, 2014-06-05)
    For a loss that can be incurred in a given period, the tail conditional expectation, also termed as tail value-at-risk, is the conditional average amount of loss, given that the loss exceeds a specified value. This measurement ...

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