Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710): Difference between revisions
From MaRDI portal
Latest revision as of 15:11, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Haezendonck-Goovaerts risk measures and Orlicz quantiles |
scientific article |
Statements
Haezendonck-Goovaerts risk measures and Orlicz quantiles (English)
0 references
10 April 2014
0 references
Orlicz premiums
0 references
Haezendonck-Goovaerts risk measures
0 references
conditional value at risk
0 references
quantiles
0 references
expectiles
0 references
0 references
0 references
0 references