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