Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function |
scientific article |
Statements
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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