Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710)
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scientific article; zbMATH DE number 6282683
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| English | Haezendonck-Goovaerts risk measures and Orlicz quantiles |
scientific article; zbMATH DE number 6282683 |
Statements
Haezendonck-Goovaerts risk measures and Orlicz quantiles (English)
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10 April 2014
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Orlicz premiums
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Haezendonck-Goovaerts risk measures
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conditional value at risk
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quantiles
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expectiles
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0.91705966
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0.8978065
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0.88747936
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0.87848175
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0.8731263
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0.86888874
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