Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630)
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scientific article; zbMATH DE number 6395381
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| English | Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function |
scientific article; zbMATH DE number 6395381 |
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Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (English)
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3 February 2015
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asymptotics
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(extended) regular variation
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Haezendonck-Goovaerts risk measure
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max-domain of attraction
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Young function
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0.9251724481582642
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0.9241219758987428
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0.8732131719589233
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0.8713551759719849
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0.8627364635467529
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