Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Haezendonck-Goovaerts risk measures and Orlicz quantiles |
scientific article |
Statements
Haezendonck-Goovaerts risk measures and Orlicz quantiles (English)
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10 April 2014
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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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