Pages that link to "Item:Q2445345"

The following pages link to Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345):

Displayed 18 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)