Pages that link to "Item:Q2404537"
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The following pages link to Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537):
Displaying 4 items.
- 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)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)