Pages that link to "Item:Q4959369"
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The following pages link to Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369):
Displaying 4 items.
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
