n.曲線的峰態(tài);峭度
As to skewness, it is not as important as kurtosis in affecting subadditivity. 模擬結(jié)果顯示,只有在非常高的峰態(tài)下風(fēng)險值是違反次加性,而目前常見的財(cái)務(wù)資料的分配并不具有如此高的峰態(tài)。