Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution

Dilan Ahmed, Fazlollah Soleymani, Malik Zaka Ullah, Hataw Hasan. Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution. Applied Mathematics and Computation, 402:126129, 2021. [doi]

Abstract

Abstract is missing.