Fourier-analytic measures for heavy-tailed insurance losses (Q4576913)
From MaRDI portal
scientific article; zbMATH DE number 6901689
Language | Label | Description | Also known as |
---|---|---|---|
English | Fourier-analytic measures for heavy-tailed insurance losses |
scientific article; zbMATH DE number 6901689 |
Statements
Fourier-analytic measures for heavy-tailed insurance losses (English)
0 references
11 July 2018
0 references
risk measure
0 references
deviation measure
0 references
insurance losses
0 references
heavy tails
0 references
Fourier analysis
0 references
Lévy-stable family
0 references
additivity
0 references
diversification
0 references