Estimation of the distortion risk premium for heavy-tailed losses under serial dependence

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Publication:4561218

DOI10.7494/OPMATH.2018.38.6.871zbMath1417.60042OpenAlexW2862729103WikidataQ129582647 ScholiaQ129582647MaRDI QIDQ4561218

Hakim Ouadjed

Publication date: 10 December 2018

Published in: Opuscula Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7494/opmath.2018.38.6.871







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