Pages that link to "Item:Q2445345"
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The following pages link to Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345):
Displaying 20 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007) (← links)
