Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630): Difference between revisions

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Latest revision as of 16:05, 9 July 2024

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Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
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    Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (English)
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    3 February 2015
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    asymptotics
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    (extended) regular variation
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    Haezendonck-Goovaerts risk measure
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    max-domain of attraction
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    Young function
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