List Where can I find a list of VaR and CVaR formulas for continuous distributions?

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occurred Oct 22, 2014 at 22:31

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edited Oct 22, 2014 at 20:38

Where can I find a list ofmore VaR and CVaR formulas for continuous distributions (e.g. normal, exponential, pareto etc.)?

I collected a list here: enter image description here

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asked Oct 22, 2014 at 10:24

List of VaR and CVaR formulas for continuous distributions?

Where can I find a list of VaR and CVaR formulas for continuous distributions (e.g. normal, exponential, pareto etc.)?

value-at-risk