Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2016.03.015
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+W2334961550
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@@ Property / cites work @@
+Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
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+Optimal portfolios with Haezendonck risk measures
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+Haezendonck-Goovaerts risk measures and Orlicz quantiles
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+Q4726487
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+General lower bounds on convex functionals of aggregate sums
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+Q5485944
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+Conditions for quantile process approximations
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+Limit theorems for tail processes with application to intermediate quantile estimation
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+Regression Modeling with Actuarial and Financial Applications
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+Some new classes of consistent risk measures
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+On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
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+A new premium calculation principle based on Orlicz norms
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+Empirical likelihood method for intermediate quantiles
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+Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
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+Estimating catastrophic quantile levels for heavy-tailed distributions
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+Empirical likelihood ratio confidence regions
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+Q2756704
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+Empirical likelihood inference for Haezendonck-Goovaerts risk measure
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+Empirical likelihood and general estimating equations
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+The jackknife and bootstrap
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+Q3395931
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+On the Haezendonck-Goovaerts risk measure for extreme risks
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+Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
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+On univariate extreme value statistics and the estimation of reinsurance premiums
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+Optimal reinsurance under the Haezendonck risk measure
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