Tail asymptotics of generalized deflated risks with insurance applications (Q2374114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics of generalized deflated risks with insurance applications |
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Tail asymptotics of generalized deflated risks with insurance applications (English)
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14 December 2016
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deflated risks
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expectile
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Haezendonck-Goovaerts risk measure
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second-order/third-order regular variations
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extreme value theory
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