Expected Shortfall

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August 31, 2024 3 min read Definitions

Conditional Tail Expectation: A Key Risk Measure

Mathematics Finance Insurance Risk Management Conditional Tail Expectation Actuarial Science Risk Measure Expected Shortfall CTE

An in-depth analysis of Conditional Tail Expectation (CTE), its applications, importance in risk management, and its relationship with other risk measures.

August 31, 2024 4 min read Definitions

Expected Shortfall (ES): A Deeper Insight into Risk Management

Finance Risk Management Expected Shortfall Risk Measure Value at Risk Financial Risk Risk Management

An in-depth exploration of Expected Shortfall (ES), a robust risk measure that goes beyond Value at Risk (VaR) by considering the average loss exceeding the VaR threshold.