Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630)
From MaRDI portal
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)
0 references
3 February 2015
0 references
asymptotics
0 references
(extended) regular variation
0 references
Haezendonck-Goovaerts risk measure
0 references
max-domain of attraction
0 references
Young function
0 references
