Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure |
scientific article |
Statements
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (English)
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18 March 2021
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asymptotic independence
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tail moment
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heavy tails
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dominatedly varying distribution
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sum of random variables
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Haezendonck-Goovaerts risk measure
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