First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207)
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scientific article; zbMATH DE number 6432423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks |
scientific article; zbMATH DE number 6432423 |
Statements
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (English)
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29 April 2015
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asymptotics
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extended regular variation
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max-domain of attraction
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regular variation
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second-order condition
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tail distortion risk measure
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