Asymptotic results on tail moment for light-tailed risks (Q6152705)
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scientific article; zbMATH DE number 7804019
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic results on tail moment for light-tailed risks |
scientific article; zbMATH DE number 7804019 |
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Asymptotic results on tail moment for light-tailed risks (English)
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13 February 2024
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asymptotics
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tail moment
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risk measure
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convolution equivalence
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gamma-like distribution
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0.7811552286148071
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0.7794627547264099
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0.7717577219009399
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0.7655649185180664
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0.7615333795547485
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