{"entities":{"Q2427827":{"pageid":2438570,"ns":120,"title":"Item:Q2427827","lastrevid":73190664,"modified":"2026-04-14T14:54:56Z","type":"item","id":"Q2427827","labels":{"en":{"language":"en","value":"On the Haezendonck-Goovaerts risk measure for extreme risks"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6025321"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$D52381F4-26EB-446C-9741-B695435BEE91","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8b0e3b61ba62cde44aeefa8722977486f5e66305","datavalue":{"value":{"text":"On the Haezendonck-Goovaerts risk measure for extreme risks","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2427827$294DF703-4928-474B-8039-F26593753AE7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c1698efa0e5a11e4f7ddc1e983d3414065fe08c0","datavalue":{"value":"1239.91084","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$813ADE28-8E90-4320-919B-292FFE8EDF07","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e9c96eaee4f3423a9fcba3520e2fc86bc4c8c620","datavalue":{"value":{"entity-type":"item","numeric-id":278763,"id":"Q278763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$E1F082D6-4EC8-4490-9C99-480D9ACFE88E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"df345f1dd505848615cfa080cda705965368898c","datavalue":{"value":{"entity-type":"item","numeric-id":1566064,"id":"Q1566064"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$C0BF8A01-DBE6-4FB6-A795-F57FB6265D6E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6fb49545b3ffbd90b84cabc3a46f56807c43d68e","datavalue":{"value":{"entity-type":"item","numeric-id":190727,"id":"Q190727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$9F999232-29A7-4339-8B88-171BA6F8C20F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"af280fb5f42045807bbb4a715ce3e50abaa11a06","datavalue":{"value":{"time":"+2012-04-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2427827$236AFC7C-1621-47F3-8A1B-3EADD5BE7A85","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d8b4ad6838ee57967ceda549f70be7aebd02f2c0","datavalue":{"value":"The authors consider a Haezendonck-Goovaerts risk measure for a risk variable \\(X\\). It is defined via a convex Young function and a parameter \\(q\\in (0,1)\\) which vaguely represents a confidence level. The focus is on the case in which the risk variable follows a distribution function from a max-domain of attraction of an extreme value distribution function. For this case and power Young function, the authors derive exact asymptotics for the Haezendonck-Goovaerts risk measure as \\(q\\) tends to \\(1\\). An analytical expression for the Haezendonck-Goovaerts risk measure when risk variable is exponentially distributed and Young function is general is also presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$099506C0-5F24-4791-A32D-FBDFA5336FFE","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5f7441be64b8499c70b7e03f07a670da8ab6fb7c","datavalue":{"value":{"entity-type":"item","numeric-id":589935,"id":"Q589935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$0A44A8A2-4121-402E-BB73-241687E9EA2B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$E1CE45FC-BB34-4C01-AF34-3425485C6538","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$C3364DD2-2A64-4675-93D7-C223138DD15F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$9B985E50-9029-481D-BCE1-F018623BED7F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c5a7aeef4305a3a0a8555880448c6739e3f1f78f","datavalue":{"value":"6025321","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$415989F3-9D7F-44B4-8EE9-DFCA47333DF5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"361e53b053a08ba77ca0873ab7073ffb2120bcda","datavalue":{"value":"Haezendonck-Goovaerts risk measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$709DDC77-7722-4D8C-A834-2084E95637DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"86bdef05275ba639c6f6bcfb1055c14c744e500c","datavalue":{"value":"extreme risks","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$24AF58A4-93BC-4BF7-B366-44F52664F654","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da113742bc590569d87ab4f1133e2e6e25f5a40f","datavalue":{"value":"asymptotics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$DC1000D7-1920-4542-84D5-0449632C967E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1b18a1fc710cfe7d8998982c0edbbad1eed5c320","datavalue":{"value":"max-domain of attraction","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$8F9BCBE3-F854-4653-8B4D-34CAA08A8950","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d16f175519c460fa5c40d3fabd5da7e85bb909c5","datavalue":{"value":"regular/rapid variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$662BBE43-F94A-421A-9EA9-D01F7D505B78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e023208dc499f6cc9dc1fbc2ac501702a7714958","datavalue":{"value":"Young function","type":"string"},"datatype":"string"},"type":"statement","id":"Q2427827$7691B962-BFF3-4A0B-9638-D4A1C655F6F8","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4e167f4954019eb8a27a945aab5b56ed28e0b14b","datavalue":{"value":{"entity-type":"item","numeric-id":23304,"id":"Q23304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$1F1B0738-FBFC-410F-BAAA-646315FF7A50","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$ADFA9168-DC94-4B80-8078-F63F4A7452FF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0ee1f78ce06e130af490ad8909f859a31e7287a9","datavalue":{"value":"https://doi.org/10.1016/j.insmatheco.2011.11.007","type":"string"},"datatype":"url"},"type":"statement","id":"Q2427827$DFF3AD23-C09C-4CBD-8396-9FCE00AE1712","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"066a4ecaaa652585fae13b58e5e586bbd5c574ad","datavalue":{"value":"W2078908384","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$D4F951D8-651B-42BA-8A82-13E5222761E0","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"55c2a7e30c222f0aa9a4d7187482358f4a453e91","datavalue":{"value":{"entity-type":"item","numeric-id":654806,"id":"Q654806"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$F356AC1A-EB6D-47D4-8E19-89CA10103504","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"266c8cb9f153517999930ae437f92a7766bd61ba","datavalue":{"value":{"entity-type":"item","numeric-id":5649722,"id":"Q5649722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$1DE33304-B6A5-4180-AE35-5EB2AEA5EC06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"143de022217d88714072b3c90ee21be580f32970","datavalue":{"value":{"entity-type":"item","numeric-id":5502853,"id":"Q5502853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$A973031E-60A4-4918-8BF5-CCA400286E2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"430c11323fc652bef246c333f3563f188a4261c9","datavalue":{"value":{"entity-type":"item","numeric-id":4726487,"id":"Q4726487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$FCBAEE19-E5AE-4C18-9CE9-BE6820595A36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab167adfb6a166da0a742adffba1447695f5b945","datavalue":{"value":{"entity-type":"item","numeric-id":1110898,"id":"Q1110898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$4A54EF19-F0BD-4E38-88FC-CC5AF0FEB7B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d117942c8c32ca791ad71ed33b738e1c24aaaff","datavalue":{"value":{"entity-type":"item","numeric-id":4343010,"id":"Q4343010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$61B0CF77-8E8A-481F-919F-1CB051C49D03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4e3e2c2acd2fabb35eff2a0eb25b3a8902e7ef8e","datavalue":{"value":{"entity-type":"item","numeric-id":2653198,"id":"Q2653198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$6A824C60-9FD2-47E9-9DCA-045C0FF462FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5f497e2f932875d63ad5481828bf98979616f42","datavalue":{"value":{"entity-type":"item","numeric-id":977158,"id":"Q977158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$1E6861E7-9B34-463C-A72E-7AD408F4D669","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf0f618fac32ecf6b6ff26163049f5c96293a517","datavalue":{"value":{"entity-type":"item","numeric-id":1169781,"id":"Q1169781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$6693F4C3-F22C-477F-8B48-97B5E7A00F3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e742ce0c0c7538fab9f3b2f4e1073b0733fc2ac6","datavalue":{"value":{"entity-type":"item","numeric-id":661266,"id":"Q661266"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$EE3B6BEB-5788-4B1C-ABA9-CF65024F316C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12872db04b2ed793374108f0f0a33f3128bc0139","datavalue":{"value":{"entity-type":"item","numeric-id":3523756,"id":"Q3523756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$13CA4359-0DAA-4679-A1EA-331AC6295D4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d36710b09a82477348242db337754c3b5b728d6a","datavalue":{"value":{"entity-type":"item","numeric-id":654808,"id":"Q654808"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$C05105F1-113E-4608-9B0C-76428A64F361","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03f1a9c1f18a50c20b3f9d430fb5f24535a86b45","datavalue":{"value":{"entity-type":"item","numeric-id":3379404,"id":"Q3379404"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$AE1596FE-08BD-46DF-BBC9-85FA2454D505","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f7a4395e9c8d8c6eebf2b945dd6d87402f3d1e5","datavalue":{"value":{"entity-type":"item","numeric-id":5706744,"id":"Q5706744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$D2F01DAF-9E7E-4579-85FC-B066ED7AB50E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"babe8249b757a1cd57f14e316264d4397c9ccac7","datavalue":{"value":{"entity-type":"item","numeric-id":2276242,"id":"Q2276242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$AEB08FE0-A5AE-43B7-AE6B-E6FB8614C104","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"939233af9ee59e21499ac68bfb00e3775cbec274","datavalue":{"value":{"entity-type":"item","numeric-id":4000065,"id":"Q4000065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$7D18C727-3CE9-4D60-9FFC-8BBFC14EF8AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6dfc20ae9bd0ea625221c1a7ed4d4f5a3d2ddb2e","datavalue":{"value":{"entity-type":"item","numeric-id":3771297,"id":"Q3771297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$1B9710DC-F18E-4031-9695-7BD126F15534","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3499532f30679dcad47a4499e7fc2b098e72501","datavalue":{"value":{"entity-type":"item","numeric-id":5468884,"id":"Q5468884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2427827$C67C3FB3-C48B-4022-BEAA-1A094AEB3D95","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"63f266d8df8db1d3f77fd9689313d8c6c8284f38","datavalue":{"value":"10.1016/J.INSMATHECO.2011.11.007","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2427827$4559B02C-CDA1-490E-B49B-33FC8798AD1B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"55e7166b3d72ffdfe70494967b9142c74a20c192","datavalue":{"value":{"entity-type":"item","numeric-id":2514630,"id":"Q2514630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8def589152338db0c08fdf301fcce4f88ff202fc","datavalue":{"value":{"amount":"+0.9251724481582642","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2427827$34FFBF09-CB76-4A52-A420-F719E1C587BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8d237fedecec9f2873e1bc97d4cb5902bd9b4378","datavalue":{"value":{"entity-type":"item","numeric-id":2445345,"id":"Q2445345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7946fc8e8a948fab84c342b4851fec90d4dce62b","datavalue":{"value":{"amount":"+0.9173078536987304","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2427827$AA3596C8-E055-4839-B769-AA2BADA2D825","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b878d31b88889617c73c5527e982734d1882f91e","datavalue":{"value":{"entity-type":"item","numeric-id":4959369,"id":"Q4959369"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20e8122e67b5264000cde6e8fae26020ca834683","datavalue":{"value":{"amount":"+0.8850790858268738","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2427827$47ADBDB0-6AE6-43F5-9848-8529E2592778","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7e965a68942531b9d155852a856df11c4ed29c7","datavalue":{"value":{"entity-type":"item","numeric-id":2858495,"id":"Q2858495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c1233678a97deb3f2ca46949ae60ac1bfe9b975","datavalue":{"value":{"amount":"+0.8827887177467346","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2427827$A6584900-1264-4A8A-9FF6-3B5061C6325C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bab55f037cc165c4773993ddc7b51585c37ba419","datavalue":{"value":{"entity-type":"item","numeric-id":743144,"id":"Q743144"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"37acfc129ac132a6844ddfdea7969bc98c9cc0b3","datavalue":{"value":{"amount":"+0.8266165256500244","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2427827$EA26D326-E7AB-42B1-944A-7DF723CE8C63","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the Haezendonck-Goovaerts risk measure for extreme risks","badges":[]}}}}}