Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the risk concentration based on the tail distortion risk measure |
scientific article |
Statements
Asymptotics of the risk concentration based on the tail distortion risk measure (English)
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14 March 2014
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asymptotics
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regular variation
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second-order regular variation
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risk concentration
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tail distortion risk measure
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