Tail asymptotics of generalized deflated risks with insurance applications (Q2374114): Difference between revisions

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+Generalized quantiles as risk measures
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+Haezendonck-Goovaerts risk measures and Orlicz quantiles
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+Bias correction in extreme value statistics with index around zero
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+Optimal reinsurance with expectile
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Third order extended regular variation
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+Making and Evaluating Point Forecasts
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+Second-order tail asymptotics of deflated risks
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+Tail asymptotics under beta random scaling
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+Asymptotics of random contractions
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+Joint exceedances of random products
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+Bias reduction for endpoint estimation
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+Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
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+DISTRIBUTIONAL CHARACTERIZATIONS THROUGH SCALING RELATIONS
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+Heavy-Tail Phenomena
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+On the Haezendonck-Goovaerts risk measure for extreme risks
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+Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
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+General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
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