ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS

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Publication:5358042


DOI10.1017/S0269964815000017zbMath1373.62216MaRDI QIDQ5358042

Taizhong Hu, Tiantian Mao, Kai Wang Ng

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)



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