Colloquium: Dr. Ricardas Zitikis
EMS Building, Room E495 E495; 3200 N Cramer St., Milwaukee, WI, United StatesAn Axiomatic Foundation for the Expected Shortfall Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “The Value-at-Risk (VaR) and the Expected Shortfall (ES) are the most popular risk measures used in banking and insurance regulation. According to... Read More