Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953)
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scientific article; zbMATH DE number 7713942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks |
scientific article; zbMATH DE number 7713942 |
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Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (English)
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18 July 2023
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generalized shortfall risk measure
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asymptotic expansions
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heavy tails
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estimation
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extreme value statistics
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