Pages that link to "Item:Q2444710"
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The following pages link to Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710):
Displaying 28 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Isotonicity properties of generalized quantiles (Q712544) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Robust return risk measures (Q1702877) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
