Pages that link to "Item:Q4562030"
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The following pages link to Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030):
Displaying 5 items.
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
