Asymptotics of the loss-based tail risk measures in the presence of extreme risks

Actuarial mathematics (91G05) Extreme value theory; extremal stochastic processes (60G70) Statistical methods; risk measures (91G70) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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scientific article; zbMATH DE number 4030574 (Why is no real title available?)
scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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Cited in

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Asymptotic results on tail moment for light-tailed risks
Tail risk driven by investment losses and exogenous shocks

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