Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537)

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Haezendonck-Goovaerts risk measure with a heavy tailed loss
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    Haezendonck-Goovaerts risk measure with a heavy tailed loss (English)
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    19 September 2017
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    empirical process
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    fixed level
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    Haezendonck-Goovaerts risk measure
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    heavy tail
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    intermediate level
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