4908数理金融中等数值题short
Infer Worst Tail Loss From a Spectral Quote 18
题目
A spectral risk measure applies weights [0.2, 0.2, 0.25, 0.35] to ordered losses [1, 2, 6, x]. If the risk value is 5.6, what 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
题目
A spectral risk measure applies weights [0.2, 0.2, 0.25, 0.35] to ordered losses [1, 2, 6, x]. If the risk value is 5.6, what 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