arxiv.org/abs/1811.11301

[1811.11301] Calculating CVaR and bPOE for Common Probability Distributions With Applicati…

Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR), also called the superquantile and quantile, are frequently used to characterize the tails of probability distribution's and are popular measures of risk. Buffered Probability of Exceedance (bPOE) is a recently introduced c…

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