When we measure the kurtosis of a distribution, we are measuring its peakedness. 度量一條頻率分布曲線的尖削度就是度量其頂部的峰態(tài)。
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(xiǎn)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)。