A Toolkit for Robust Risk Assessment Using F-Divergences

• Thomas Kruse

  Thomas Kruse

  [email protected]

  https://orcid.org/0000-0003-2388-3929

  Institute of Mathematics, Justus Liebig University, 35392 Giessen, Germany;

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• Judith C. Schneider

  Judith C. Schneider

  [email protected]

  https://orcid.org/0000-0001-6955-021X

  Chair of Finance, Leuphana University, 21335 Lüneburg, Germany;Finance Center Münster, University of Münster, 48143 Münster, Germany;

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• Nikolaus Schweizer

  Corresponding Author

  Nikolaus Schweizer

  [email protected]

  https://orcid.org/0000-0002-5807-7321

  Department of Econometrics and Operations Research, Tilburg University, 5037AB Tilburg, Netherlands

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