Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03461238.2020.1867233 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3118746755 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 15:36, 19 March 2024
scientific article; zbMATH DE number 7394548
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the Haezendonck-Goovaerts risk measure for extreme risks |
scientific article; zbMATH DE number 7394548 |
Statements
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (English)
0 references
13 September 2021
0 references
Haezendonck-Goovaerts risk measure
0 references
extreme value statistics
0 references
heavy tails
0 references
extrapolation
0 references