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doi.org
doi.org › 10.1007%2Fs10479-019-03373-1
Feb 21, 2026 — Conditional value-at-risk (CVaR) and value-at-risk, also called the superquantile and quantile, are frequently used to characterize the tails of probability distributions and are popular measures of r...
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archive.org
archive.org › details › dli.ernet.4125 › page › 91
Feb 21, 2026 — Source: Digital Library of IndiaScanning Centre: C-DAC, NoidaSource Library: NcertDate Accessioned: 6/19/2015 16:35The Digital Library of India was a project...
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