Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537): Difference between revisions
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Revision as of 23:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Haezendonck-Goovaerts risk measure with a heavy tailed loss |
scientific article |
Statements
Haezendonck-Goovaerts risk measure with a heavy tailed loss (English)
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19 September 2017
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empirical process
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fixed level
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Haezendonck-Goovaerts risk measure
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heavy tail
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intermediate level
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