International Journal of Applied Science and Technology

ISSN 2221-0997 (Print), 2221-1004 (Online) 10.30845/ijast

Estimation and Evaluating of Right Tail Risk
Min Deng

Right tail risk is very important in risk management theory, since it represent the small probability and severity losses event. There are many researches on this topic. This paper focuses on how to estimate and evaluate the right tail risk. The different distributions will be considered. Some numerical examples to illustrate the results will be given.

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