Pages that link to "Item:Q2514630"
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The following pages link to Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630):
Displaying 12 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)