Pages that link to "Item:Q654808"

The following pages link to Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808):

Displaying 10 items.

• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• A generalization of expected shortfall based capital allocation (Q1726872) (← links)
• Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
• On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
• Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)