tail risk (Q3936425)
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risk of rare events, typically defined as more than 3 standard deviations from expected values, far above the risk of a normal distribution
Language | Label | Description | Also known as |
---|---|---|---|
English | tail risk |
risk of rare events, typically defined as more than 3 standard deviations from expected values, far above the risk of a normal distribution |
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Wikipedia(5 entries)
- enwiki Tail risk
- eswiki Riesgo de cola
- fawiki دامنه ریسک
- itwiki Rischio di coda
- ruwiki Хвостовой риск