Pages that link to "Item:Q2276242"
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The following pages link to Characterization of upper comonotonicity via tail convex order (Q2276242):
Displaying 12 items.
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
