Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536)

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Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
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    Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (English)
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    18 April 2017
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    asymptotic normality
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    conditional tail moment
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    distortion risk measure
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    extreme-value statistics
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    heavy-tailed distribution
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    extreme value-at-risk
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    adapted estimators
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