4906数理金融中等数值题short
Infer Worst Tail Loss From a Spectral Quote 16
题目
A spectral risk measure applies weights [0.1, 0.2, 0.3, 0.4] to ordered losses [1, 3, 5, x] from best to worst. If the reported spectral risk is 6.2, what worst ordered loss x is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案