Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710)

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Haezendonck-Goovaerts risk measures and Orlicz quantiles
scientific article

    Statements

    title
    Haezendonck-Goovaerts risk measures and Orlicz quantiles (English)
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    author
    Fabio Bellini
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    publication date
    10 April 2014
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    zbMATH Keywords
    Orlicz premiums
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    Haezendonck-Goovaerts risk measures
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    conditional value at risk
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    quantiles
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    expectiles
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    46E30
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    zbMATH DE Number
    6282683
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