تاثیر آموزش بر اساس مدل اعتقاد بهداشتی بر رفتارهای پیشگیرانه از صرف سیگار در نوجوانان دختر

Abstract

Expected shortfall (ES) in several variants has been proposed as remedyfor the deficiencies of value-at-risk (VaR) which in general is not a coherentrisk measure. In fact, most definitions of ES lead to the same resultswhen applied to continuous loss distributions. Differences may appear whenthe underlying loss distributions have discontinuities. In this case eventhe coherence property of ES can get lost unless one took care of the detailsin its definition. We compare some of the definitions of ES, pointing outthat there is one which is robust in the sense of yielding a coherent riskmeasure regardless of the underlying distributions. Moreover, this ES canbe estimated effectively even in cases where the usual estimators for VaRfail.