これを読んだのでmemo: Embrechts, Paul and Wang, Ruodu. "Seven Proofs for the Subadditivity of Expected Shortfall" Dependence Modeling, vol. 3, no. 1, 2015, pp. 000010151520150009. https://doi.org/10.1515/demo-2015-0009 概要 ES (Expected Sh…

これを読んだので記録: Recent Challenges in Actuarial Science Annual Review of Statistics and Its Application Vol. 9:119-140 (Volume publication date March 2022) First published as a Review in Advance on August 20, 2021 https://doi.org/10.1…