Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369)
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scientific article; zbMATH DE number 7394548
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| English | Estimation of the Haezendonck-Goovaerts risk measure for extreme risks |
scientific article; zbMATH DE number 7394548 |
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Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (English)
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13 September 2021
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Haezendonck-Goovaerts risk measure
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extreme value statistics
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heavy tails
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extrapolation
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0.8853614926338196
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0.8850790858268738
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0.8817259073257446
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0.8732131719589233
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0.8705859184265137
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